V-Lab
Warsaw Stock Exchange WIG Total Return Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:22.61% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 6.33 | |
| 0.0659 | 18.17 | |
| 0.9277 | 250.88 | |
| 0.3627 | 13.14 |
Estimation Period:
Apr 17, 1991 to May 9, 2025
Apr 17, 1991 to May 9, 2025
News Impact Curve
Volatility Forecasts
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