V-Lab
Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:20.86% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 22.11 | |
| 0.1463 | 13.31 | |
| 0.9810 | 623.65 | |
| -0.0140 | -2.11 |
Estimation Period:
Apr 17, 1991 to Sep 12, 2025
Apr 17, 1991 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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