V-Lab
Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:20.19% (+0.33%)
Analysis last updated: Wednesday, March 22, 2023, 04:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6841 | 6.97 | |
| 0.0800 | 8.06 | |
| 0.9009 | 82.66 | |
| 0.0014 | 4.67 |
Estimation Period:
Apr 17, 1991 to Mar 17, 2023
Apr 17, 1991 to Mar 17, 2023
News Impact Curve
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