V-Lab
Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 29th, 2025:19.04% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7604 | 10.93 | |
| 0.0545 | 83.78 | |
| 0.9944 | 1,654.63 | |
| 3.3293 | 110.57 |
Estimation Period:
Apr 17, 1991 to Jul 25, 2025
Apr 17, 1991 to Jul 25, 2025
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