V-Lab
Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:19.25% (-0.54%)
Analysis last updated: Friday, December 1, 2023 at 02:54 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 21.72 | |
| 0.1475 | 13.15 | |
| 0.9808 | 606.93 | |
| -0.0131 | -1.97 |
Estimation Period:
Apr 17, 1991 to Nov 24, 2023
Apr 17, 1991 to Nov 24, 2023
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