V-Lab
Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:19.21% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9017 | 5.34 | |
| 0.0791 | 8.42 | |
| 0.9022 | 87.30 | |
| 0.0040 | 2.12 | |
| -0.0037 | -1.62 |
Estimation Period:
Apr 17, 1991 to Jun 27, 2025
Apr 17, 1991 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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