Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
18.31%
decreased by 0.51%
1 Week
18.47%
decreased by 0.35%
1 Month
19.04%
increased by 0.22%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 18.90 | |
| 0.0547 | 15.57 | |
| 0.9229 | 379.17 | |
| 0.0265 | 4.71 |
Estimation Period:
Apr 17, 1991 to Jun 5, 2026
Apr 17, 1991 to Jun 5, 2026
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