V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:22.01% (+2.52%)
Analysis last updated: Thursday, November 21, 2024 at 02:47 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 18.36 | |
| 0.0548 | 15.41 | |
| 0.9235 | 369.71 | |
| 0.0263 | 4.63 |
Estimation Period:
Apr 17, 1991 to Nov 15, 2024
Apr 17, 1991 to Nov 15, 2024
News Impact Curve
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