Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
17.78%
decreased by 0.77%
1 Week
18.30%
decreased by 0.25%
1 Month
19.62%
increased by 1.07%
Analysis last updated: Tuesday, April 7, 2026 at 05:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0581 | 22.75 | |
| 0.8033 | 97.97 | |
| 0.0862 | 17.88 | |
| 0.0094 | 6.41 | |
| 0.0379 | 6.43 | |
| 0.9576 | 151.64 |
Estimation Period:
Apr 17, 1991 to Apr 3, 2026
Apr 17, 1991 to Apr 3, 2026
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