Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.84% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0584 | 22.99 | |
| 0.8043 | 98.58 | |
| 0.0854 | 17.83 | |
| 0.0091 | 6.46 | |
| 0.0373 | 6.48 | |
| 0.9583 | 155.26 |
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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