V-Lab
Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:16.49% (-0.57%)
Analysis last updated: Saturday, September 23, 2023 at 04:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8427 | 6.48 | |
| 0.0800 | 8.18 | |
| 0.9001 | 82.44 | |
| 0.0030 | 3.25 |
Estimation Period:
Apr 17, 1991 to Sep 22, 2023
Apr 17, 1991 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
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