V-Lab
Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:23.70% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7817 | 10.95 | |
| 0.0543 | 83.82 | |
| 0.9945 | 1,677.04 | |
| 3.3264 | 111.75 |
Estimation Period:
Apr 17, 1991 to Jun 27, 2025
Apr 17, 1991 to Jun 27, 2025
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