V-Lab
Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:16.14% (-0.13%)
Analysis last updated: Saturday, December 21, 2024 at 07:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8865 | 5.28 | |
| 0.0781 | 8.28 | |
| 0.9033 | 86.66 | |
| 0.0039 | 2.00 | |
| -0.0036 | -1.49 |
Estimation Period:
Apr 17, 1991 to Dec 20, 2024
Apr 17, 1991 to Dec 20, 2024
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