V-Lab
Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 16th, 2025:36.27% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 22.06 | |
| 0.1463 | 13.23 | |
| 0.9812 | 628.59 | |
| -0.0139 | -2.09 |
Estimation Period:
Apr 17, 1991 to Apr 11, 2025
Apr 17, 1991 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
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