Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:23.57% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7194 | 10.95 | |
| 0.0540 | 82.64 | |
| 0.9942 | 1,590.76 | |
| 3.3772 | 101.84 |
Estimation Period:
Apr 17, 1991 to Mar 13, 2026
Apr 17, 1991 to Mar 13, 2026
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