V-Lab
Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:17.70% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 16.50 | |
| 0.0568 | 12.20 | |
| 0.9148 | 416.40 | |
| 0.0864 | 8.53 | |
| 2.5822 | 20.96 |
Estimation Period:
Apr 17, 1991 to Jun 27, 2025
Apr 17, 1991 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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