V-Lab
Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, April 15th, 2025:43.40% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8484 | 10.97 | |
| 0.0546 | 84.24 | |
| 0.9946 | 1,735.83 | |
| 3.3090 | 116.96 |
Estimation Period:
Apr 17, 1991 to Apr 11, 2025
Apr 17, 1991 to Apr 11, 2025
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