V-Lab
Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:24.45% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9073 | 5.31 | |
| 0.0790 | 8.40 | |
| 0.9026 | 87.01 | |
| 0.0040 | 2.10 | |
| -0.0037 | -1.60 |
Estimation Period:
Apr 17, 1991 to May 2, 2025
Apr 17, 1991 to May 2, 2025
News Impact Curve
Volatility Forecasts
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