V-Lab
Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:17.55% (-0.35%)
Analysis last updated: Wednesday, October 4, 2023 at 04:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 16.42 | |
| 0.0560 | 11.67 | |
| 0.9149 | 406.25 | |
| 0.0790 | 7.73 | |
| 2.6254 | 20.56 |
Estimation Period:
Apr 17, 1991 to Sep 29, 2023
Apr 17, 1991 to Sep 29, 2023
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