V-Lab
Warsaw Stock Exchange WIG Total Return Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:17.81% (-0.36%)
Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 23.25 | |
| 0.1113 | 30.81 | |
| 0.8465 | 318.37 | |
| 0.0541 | 8.49 |
Estimation Period:
Nov 16, 2000 to Sep 29, 2023
Nov 16, 2000 to Sep 29, 2023
News Impact Curve
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