V-Lab
Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:21.36% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 22.11 | |
| 0.1466 | 13.32 | |
| 0.9810 | 622.84 | |
| -0.0140 | -2.11 |
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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