Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.16% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8241 | 6.87 | |
| 0.0781 | 8.37 | |
| 0.9012 | 85.40 | |
| 0.0028 | 3.97 |
Estimation Period:
Apr 17, 1991 to Feb 13, 2026
Apr 17, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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