V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:18.77% (-0.48%)
Analysis last updated: Friday, December 9, 2022, 05:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 17.88 | |
| 0.0571 | 15.58 | |
| 0.9224 | 357.79 | |
| 0.0249 | 4.22 |
Estimation Period:
Apr 17, 1991 to Dec 2, 2022
Apr 17, 1991 to Dec 2, 2022
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