V-Lab
Warsaw Stock Exchange WIG Total Return Index AGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:16.65% (-0.48%)
Analysis last updated: Saturday, September 23, 2023 at 04:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 6.26 | |
| 0.0660 | 17.69 | |
| 0.9281 | 247.03 | |
| 0.3518 | 12.41 |
Estimation Period:
Apr 17, 1991 to Sep 22, 2023
Apr 17, 1991 to Sep 22, 2023
News Impact Curve
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