V-Lab
Warsaw Stock Exchange WIG Total Return Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, December 2nd, 2022:19.30% (-0.88%)
Analysis last updated: Friday, December 2, 2022, 05:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 22.88 | |
| 0.1128 | 30.31 | |
| 0.8456 | 311.22 | |
| 0.0535 | 8.21 |
Estimation Period:
Nov 16, 2000 to Nov 25, 2022
Nov 16, 2000 to Nov 25, 2022
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