V-Lab
Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 5th, 2025:32.32% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8194 | 10.97 | |
| 0.0543 | 84.15 | |
| 0.9946 | 1,723.75 | |
| 3.3089 | 115.94 |
Estimation Period:
Apr 17, 1991 to May 2, 2025
Apr 17, 1991 to May 2, 2025
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