V-Lab
Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:20.94% (-0.62%)
Analysis last updated: Saturday, November 26, 2022, 05:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 16.15 | |
| 0.0567 | 11.53 | |
| 0.9146 | 403.26 | |
| 0.0770 | 7.47 | |
| 2.6189 | 20.17 |
Estimation Period:
Apr 17, 1991 to Nov 25, 2022
Apr 17, 1991 to Nov 25, 2022
News Impact Curve
Volatility Forecasts
Other Warsaw Stock Exchange WIG Total Return Index Analyses