Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:20.94% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7285 | 10.95 | |
| 0.0544 | 82.89 | |
| 0.9943 | 1,606.26 | |
| 3.3719 | 103.96 |
Estimation Period:
Apr 17, 1991 to Nov 21, 2025
Apr 17, 1991 to Nov 21, 2025
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