Warsaw Stock Exchange WIG Total Return Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.21% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 17.61 | |
| 0.0683 | 23.27 | |
| 0.9218 | 366.51 |
Estimation Period:
Apr 17, 1991 to Feb 20, 2026
Apr 17, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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