V-Lab
Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 29th, 2025:15.58% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8976 | 5.35 | |
| 0.0791 | 8.42 | |
| 0.9021 | 87.21 | |
| 0.0040 | 2.11 | |
| -0.0037 | -1.60 |
Estimation Period:
Apr 17, 1991 to Jul 25, 2025
Apr 17, 1991 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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