Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:18.89% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7114 | 10.96 | |
| 0.0542 | 82.89 | |
| 0.9943 | 1,611.50 | |
| 3.3712 | 104.18 |
Estimation Period:
Apr 17, 1991 to Dec 12, 2025
Apr 17, 1991 to Dec 12, 2025
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