V-Lab
Warsaw Stock Exchange WIG Total Return Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:21.18% (+0.39%)
Analysis last updated: Saturday, March 25, 2023, 04:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 6.31 | |
| 0.0663 | 17.55 | |
| 0.9279 | 244.78 | |
| 0.3478 | 12.18 |
Estimation Period:
Apr 17, 1991 to Mar 24, 2023
Apr 17, 1991 to Mar 24, 2023
News Impact Curve
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