V-Lab
Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:20.13% (-1.02%)
Analysis last updated: Saturday, April 20, 2024 at 08:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 21.70 | |
| 0.1470 | 13.08 | |
| 0.9810 | 618.94 | |
| -0.0135 | -2.03 |
Estimation Period:
Apr 17, 1991 to Apr 19, 2024
Apr 17, 1991 to Apr 19, 2024
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