V-Lab
Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:26.66% (+1.43%)
Analysis last updated: Saturday, March 25, 2023, 04:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9445 | 11.57 | |
| 0.0531 | 89.17 | |
| 0.9956 | 2267.98 | |
| 3 | 181.97 |
Estimation Period:
Apr 17, 1991 to Mar 24, 2023
Apr 17, 1991 to Mar 24, 2023
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