V-Lab
Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:23.40% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7584 | 10.95 | |
| 0.0543 | 83.19 | |
| 0.9944 | 1,643.62 | |
| 3.3519 | 107.59 |
Estimation Period:
Apr 17, 1991 to Sep 12, 2025
Apr 17, 1991 to Sep 12, 2025
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