Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:14.18% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0584 | 22.85 | |
| 0.8038 | 98.92 | |
| 0.0865 | 17.97 | |
| 0.0091 | 6.45 | |
| 0.0374 | 6.51 | |
| 0.9582 | 155.60 |
Estimation Period:
Apr 17, 1991 to Jan 5, 2026
Apr 17, 1991 to Jan 5, 2026
News Impact Curve
Volatility Forecasts
Other Warsaw Stock Exchange WIG Total Return Index Analyses
Other MF2-GARCH Analyses on Equity Indices