V-Lab
Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:26.12% (+2.20%)
Analysis last updated: Saturday, June 3, 2023 at 04:57 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 21.69 | |
| 0.1486 | 13.22 | |
| 0.9806 | 592.51 | |
| -0.0128 | -1.91 |
Estimation Period:
Apr 17, 1991 to Jun 2, 2023
Apr 17, 1991 to Jun 2, 2023
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