V-Lab
Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:19.35% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9009 | 5.34 | |
| 0.0792 | 8.42 | |
| 0.9021 | 87.09 | |
| 0.0040 | 2.11 | |
| -0.0037 | -1.60 |
Estimation Period:
Apr 17, 1991 to May 30, 2025
Apr 17, 1991 to May 30, 2025
News Impact Curve
Volatility Forecasts
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