V-Lab
Warsaw Stock Exchange WIG Total Return Index GARCH Volatility Analysis
Volatility Prediction for Thursday, September 19th, 2024:19.98% (-0.64%)
Analysis last updated: Thursday, September 19, 2024 at 07:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 17.22 | |
| 0.0687 | 22.73 | |
| 0.9219 | 357.89 |
Estimation Period:
Apr 17, 1991 to Sep 13, 2024
Apr 17, 1991 to Sep 13, 2024
News Impact Curve
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