V-Lab
Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, September 19th, 2024:22.57% (-0.87%)
Analysis last updated: Thursday, September 19, 2024 at 07:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 21.65 | |
| 0.1461 | 13.00 | |
| 0.9812 | 632.23 | |
| -0.0137 | -2.07 |
Estimation Period:
Apr 17, 1991 to Sep 13, 2024
Apr 17, 1991 to Sep 13, 2024
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