Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:17.72% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7067 | 10.96 | |
| 0.0539 | 82.97 | |
| 0.9943 | 1,611.50 | |
| 3.3650 | 104.21 |
Estimation Period:
Apr 17, 1991 to Jan 23, 2026
Apr 17, 1991 to Jan 23, 2026
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