Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
22.26%
increased by 0.21%
1 Week
22.31%
increased by 0.26%
1 Month
22.50%
increased by 0.45%
Analysis last updated: Friday, June 12, 2026 at 06:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6965 | 10.98 | |
| 0.0541 | 81.73 | |
| 0.9941 | 1,558.16 | |
| 3.4179 | 97.03 |
Estimation Period:
Apr 17, 1991 to Jun 5, 2026
Apr 17, 1991 to Jun 5, 2026
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