V-Lab
Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:18.77% (-0.05%)
Analysis last updated: Tuesday, January 21, 2025 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7713 | 11.04 | |
| 0.0537 | 84.50 | |
| 0.9947 | 1757.43 | |
| 3 | 120.94 |
Estimation Period:
Apr 17, 1991 to Jan 17, 2025
Apr 17, 1991 to Jan 17, 2025
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