V-Lab
Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:21.22% (+0.32%)
Analysis last updated: Wednesday, March 22, 2023, 04:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8565 | 6.40 | |
| 0.0807 | 8.19 | |
| 0.8997 | 82.07 | |
| 0.0031 | 3.20 |
Estimation Period:
Apr 17, 1991 to Mar 17, 2023
Apr 17, 1991 to Mar 17, 2023
News Impact Curve
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