V-Lab
Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:18.54% (-1.06%)
Analysis last updated: Saturday, April 20, 2024 at 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0623 | 24.58 | |
| 0.8099 | 111.90 | |
| 0.0824 | 17.72 | |
| 0.0101 | 7.12 | |
| 0.0412 | 7.05 | |
| 0.9540 | 151.47 |
Estimation Period:
Apr 17, 1991 to Apr 19, 2024
Apr 17, 1991 to Apr 19, 2024
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