V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 29th, 2025:16.36% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 18.40 | |
| 0.0553 | 15.47 | |
| 0.9222 | 371.55 | |
| 0.0272 | 4.77 |
Estimation Period:
Apr 17, 1991 to Jul 25, 2025
Apr 17, 1991 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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