V-Lab
Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:15.66% (-0.28%)
Analysis last updated: Tuesday, January 21, 2025 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8857 | 5.30 | |
| 0.0781 | 8.29 | |
| 0.9033 | 86.67 | |
| 0.0039 | 2.01 | |
| -0.0035 | -1.49 |
Estimation Period:
Apr 17, 1991 to Jan 17, 2025
Apr 17, 1991 to Jan 17, 2025
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