V-Lab
Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:21.67% (-0.52%)
Analysis last updated: Friday, December 9, 2022, 05:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 21.62 | |
| 0.1484 | 13.20 | |
| 0.9807 | 595.11 | |
| -0.0125 | -1.86 |
Estimation Period:
Apr 17, 1991 to Dec 2, 2022
Apr 17, 1991 to Dec 2, 2022
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