Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.20% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 22.02 | |
| 0.1453 | 13.27 | |
| 0.9812 | 637.16 | |
| -0.0140 | -2.14 |
Estimation Period:
Apr 17, 1991 to Jan 30, 2026
Apr 17, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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