Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:13.95% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7066 | 10.96 | |
| 0.0541 | 83.37 | |
| 0.9943 | 1,624.75 | |
| 3.3586 | 106.11 |
Estimation Period:
Apr 17, 1991 to Jan 5, 2026
Apr 17, 1991 to Jan 5, 2026
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