V-Lab
Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:17.10% (-0.47%)
Analysis last updated: Wednesday, October 4, 2023 at 04:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6782 | 6.96 | |
| 0.0792 | 8.07 | |
| 0.9019 | 83.66 | |
| 0.0014 | 4.67 |
Estimation Period:
Apr 17, 1991 to Sep 29, 2023
Apr 17, 1991 to Sep 29, 2023
News Impact Curve
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