Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:17.12% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7199 | 10.96 | |
| 0.0543 | 83.26 | |
| 0.9943 | 1,622.07 | |
| 3.3623 | 105.68 |
Estimation Period:
Apr 17, 1991 to Nov 14, 2025
Apr 17, 1991 to Nov 14, 2025
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