V-Lab: Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis

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V-Lab

Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:24.50% (+2.26%)

Analysis last updated: Thursday, November 21, 2024 at 02:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7900	11.08
$α$	0.0537	84.39
$β$	0.9948	1782.71
$ν$	3	121.93

Estimation Period:
Apr 17, 1991 to Nov 15, 2024

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