V-Lab
Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:25.53% (+2.83%)
Analysis last updated: Wednesday, March 5, 2025 at 08:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7725 | 11.02 | |
| 0.0538 | 83.98 | |
| 0.9946 | 1723.76 | |
| 3 | 116.62 |
Estimation Period:
Apr 17, 1991 to Feb 28, 2025
Apr 17, 1991 to Feb 28, 2025
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