Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:17.38% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 18.80 | |
| 0.0549 | 15.56 | |
| 0.9228 | 376.65 | |
| 0.0264 | 4.66 |
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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