V-Lab
Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility Prediction for Thursday, October 3rd, 2024:18.59% (-0.52%)
Analysis last updated: Thursday, October 3, 2024 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 16.49 | |
| 0.0560 | 11.94 | |
| 0.9160 | 416.00 | |
| 0.0856 | 8.41 | |
| 2.5881 | 20.74 |
Estimation Period:
Apr 17, 1991 to Sep 27, 2024
Apr 17, 1991 to Sep 27, 2024
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