V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:23.94% (+5.68%)
Analysis last updated: Wednesday, March 5, 2025 at 08:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 18.50 | |
| 0.0547 | 15.48 | |
| 0.9237 | 371.71 | |
| 0.0260 | 4.58 |
Estimation Period:
Apr 17, 1991 to Feb 28, 2025
Apr 17, 1991 to Feb 28, 2025
News Impact Curve
Volatility Forecasts
Other Warsaw Stock Exchange WIG Total Return Index Analyses