V-Lab
Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:16.89% (-0.44%)
Analysis last updated: Saturday, October 26, 2024 at 07:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 16.54 | |
| 0.0558 | 11.92 | |
| 0.9161 | 416.43 | |
| 0.0848 | 8.36 | |
| 2.5915 | 20.77 |
Estimation Period:
Apr 17, 1991 to Oct 25, 2024
Apr 17, 1991 to Oct 25, 2024
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