V-Lab
Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 13th, 2025:15.18% (-0.22%)
Analysis last updated: Saturday, January 11, 2025 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 21.54 | |
| 0.1455 | 13.01 | |
| 0.9813 | 633.95 | |
| -0.0135 | -2.04 |
Estimation Period:
Apr 17, 1991 to Jan 10, 2025
Apr 17, 1991 to Jan 10, 2025
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