V-Lab
Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 16th, 2025:35.99% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9146 | 5.29 | |
| 0.0792 | 8.41 | |
| 0.9025 | 86.98 | |
| 0.0041 | 2.10 | |
| -0.0038 | -1.60 |
Estimation Period:
Apr 17, 1991 to Apr 11, 2025
Apr 17, 1991 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
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