V-Lab
Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 3rd, 2023:19.80% (-0.01%)
Analysis last updated: Friday, February 3, 2023, 02:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0642 | 24.46 | |
| 0.8054 | 107.85 | |
| 0.0830 | 17.38 | |
| 0.0105 | 7.01 | |
| 0.0432 | 6.94 | |
| 0.9520 | 142.47 |
Estimation Period:
Apr 17, 1991 to Jan 27, 2023
Apr 17, 1991 to Jan 27, 2023
News Impact Curve
Volatility Forecasts
Other Warsaw Stock Exchange WIG Total Return Index Analyses