Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.47% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0585 | 23.00 | |
| 0.8041 | 98.49 | |
| 0.0856 | 17.84 | |
| 0.0092 | 6.46 | |
| 0.0374 | 6.48 | |
| 0.9581 | 154.74 |
Estimation Period:
Apr 17, 1991 to Feb 6, 2026
Apr 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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