V-Lab
Warsaw Stock Exchange WIG Total Return Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:19.64% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0109 | 6.48 | |
| 0.0658 | 18.17 | |
| 0.9276 | 250.70 | |
| 0.3621 | 13.06 |
Estimation Period:
Apr 17, 1991 to Sep 12, 2025
Apr 17, 1991 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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