V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 18th, 2025:16.69% (-0.26%)
Analysis last updated: Tuesday, February 18, 2025 at 08:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 18.46 | |
| 0.0546 | 15.44 | |
| 0.9237 | 371.27 | |
| 0.0261 | 4.61 |
Estimation Period:
Apr 17, 1991 to Feb 14, 2025
Apr 17, 1991 to Feb 14, 2025
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