V-Lab
Warsaw Stock Exchange WIG Total Return Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:18.77% (-0.51%)
Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 22.24 | |
| 0.1535 | 55.07 | |
| 0.8415 | 298.81 | |
| 0.1410 | 19.00 | |
| 1.2018 | 19.28 |
Estimation Period:
Nov 16, 2000 to Sep 29, 2023
Nov 16, 2000 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other Warsaw Stock Exchange WIG Total Return Index Analyses