Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:16.61% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7309 | 10.95 | |
| 0.0544 | 83.26 | |
| 0.9943 | 1,622.07 | |
| 3.3590 | 106.06 |
Estimation Period:
Apr 17, 1991 to Oct 24, 2025
Apr 17, 1991 to Oct 24, 2025
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