V-Lab
Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:20.65% (+0.58%)
Analysis last updated: Saturday, March 25, 2023, 04:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 16.25 | |
| 0.0566 | 11.64 | |
| 0.9146 | 404.15 | |
| 0.0771 | 7.52 | |
| 2.6204 | 20.42 |
Estimation Period:
Apr 17, 1991 to Mar 24, 2023
Apr 17, 1991 to Mar 24, 2023
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