V-Lab
Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:23.32% (+5.50%)
Analysis last updated: Wednesday, March 5, 2025 at 08:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8887 | 5.31 | |
| 0.0780 | 8.31 | |
| 0.9034 | 86.91 | |
| 0.0040 | 2.04 | |
| -0.0036 | -1.53 |
Estimation Period:
Apr 17, 1991 to Feb 28, 2025
Apr 17, 1991 to Feb 28, 2025
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