V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:17.51% (-0.07%)
Analysis last updated: Saturday, December 21, 2024 at 07:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 18.40 | |
| 0.0546 | 15.39 | |
| 0.9238 | 370.54 | |
| 0.0261 | 4.61 |
Estimation Period:
Apr 17, 1991 to Dec 20, 2024
Apr 17, 1991 to Dec 20, 2024
News Impact Curve
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