V-Lab
Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:21.30% (-1.18%)
Analysis last updated: Tuesday, December 5, 2023 at 02:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8836 | 11.28 | |
| 0.0534 | 87.04 | |
| 0.9952 | 2018.75 | |
| 3 | 150.90 |
Estimation Period:
Apr 17, 1991 to Dec 1, 2023
Apr 17, 1991 to Dec 1, 2023
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