V-Lab
Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.85% (-0.08%)
Analysis last updated: Thursday, May 2, 2024 at 04:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 16.33 | |
| 0.0565 | 11.90 | |
| 0.9153 | 411.95 | |
| 0.0832 | 8.22 | |
| 2.5945 | 20.67 |
Estimation Period:
Apr 17, 1991 to Apr 30, 2024
Apr 17, 1991 to Apr 30, 2024
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