V-Lab
Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:995.19% (+44.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9390 | 19.81 | |
| 0.0516 | 136.07 | |
| 0.9988 | 14,688.40 | |
| 2.0005 | 2,000,468.00 |
Estimation Period:
Apr 17, 1991 to Jun 13, 2025
Apr 17, 1991 to Jun 13, 2025
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