V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 10th, 2024:18.06% (+0.13%)
Analysis last updated: Thursday, October 10, 2024 at 08:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 18.32 | |
| 0.0549 | 15.40 | |
| 0.9234 | 368.92 | |
| 0.0264 | 4.64 |
Estimation Period:
Apr 17, 1991 to Oct 4, 2024
Apr 17, 1991 to Oct 4, 2024
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