V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:19.39% (+0.99%)
Analysis last updated: Saturday, March 22, 2025 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Warsaw Stock Exchange WIG Total Return Index AMEM
paramt-stat
ω0.024623.70
α0.108131.31
β0.8498329.63
γ0.05348.71
Estimation Period:
Nov 16, 2000 to Dec 23, 2024
Impact of return on volatility tomorrow
Volatility Forecasts