V-Lab: Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis

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Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 5th, 2025:15.10% (-0.06%)

Analysis last updated: Wednesday, November 5, 2025 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0591	23.20
$β$	0.8042	99.66
$γ$	0.0860	17.94
$λ_{1}$	0.0090	6.54
$λ_{2}$	0.0371	6.58
$λ_{3}$	0.9585	158.43

Estimation Period:
Apr 17, 1991 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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