V-Lab
Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:25.13% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7957 | 10.94 | |
| 0.0544 | 83.91 | |
| 0.9945 | 1,688.48 | |
| 3.3158 | 113.45 |
Estimation Period:
Apr 17, 1991 to May 30, 2025
Apr 17, 1991 to May 30, 2025
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