V-Lab: Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis

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V-Lab

Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:577.86% (+23.69%)

Analysis last updated: Saturday, December 21, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.6564	19.79
$α$	0.0515	134.84
$β$	0.9988	14475.35
$ν$	2	2000481.00

Estimation Period:
Apr 17, 1991 to Dec 20, 2024

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