V-Lab
Warsaw Stock Exchange WIG Total Return Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, October 25th, 2024:17.77% (-0.22%)
Analysis last updated: Friday, October 25, 2024 at 07:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 23.44 | |
| 0.1083 | 31.34 | |
| 0.8493 | 328.05 | |
| 0.0544 | 8.81 |
Estimation Period:
Nov 16, 2000 to Aug 14, 2024
Nov 16, 2000 to Aug 14, 2024
News Impact Curve
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