V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:18.98% (-0.86%)

Analysis last updated: Wednesday, October 4, 2023 at 04:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Warsaw Stock Exchange WIG Total Return Index MF2-GARCH
paramt-stat
m26
α0.063024.04
β0.8048107.70
γ0.083817.58
λ10.01066.89
λ20.04376.90
λ30.9513139.74
Estimation Period:
Apr 17, 1991 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts