V-Lab
Warsaw Stock Exchange WIG Total Return Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, March 21st, 2023:31.22% (+0.47%)
Analysis last updated: Tuesday, March 21, 2023, 04:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 23.03 | |
| 0.1125 | 30.66 | |
| 0.8463 | 315.20 | |
| 0.0532 | 8.24 |
Estimation Period:
Nov 16, 2000 to Mar 17, 2023
Nov 16, 2000 to Mar 17, 2023
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