V-Lab
Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 22nd, 2025:16.13% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8999 | 5.36 | |
| 0.0790 | 8.43 | |
| 0.9023 | 87.37 | |
| 0.0040 | 2.13 | |
| -0.0037 | -1.63 |
Estimation Period:
Apr 17, 1991 to Aug 15, 2025
Apr 17, 1991 to Aug 15, 2025
News Impact Curve
Volatility Forecasts
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