V-Lab
Warsaw Stock Exchange WIG Total Return Index AGARCH Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:17.47% (-0.48%)
Analysis last updated: Saturday, October 26, 2024 at 07:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 6.11 | |
| 0.0654 | 18.14 | |
| 0.9283 | 253.64 | |
| 0.3655 | 13.03 |
Estimation Period:
Apr 17, 1991 to Oct 25, 2024
Apr 17, 1991 to Oct 25, 2024
News Impact Curve
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