Warsaw Stock Exchange AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
22.97%
decreased by 0.54%
1 Week
23.31%
decreased by 0.20%
1 Month
23.86%
increased by 0.35%
Analysis last updated: Thursday, May 21, 2026 at 08:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3539 | 17.33 | |
| 0.1131 | 23.32 | |
| 0.7326 | 68.30 | |
| 0.2165 | 4.03 |
Estimation Period:
Nov 9, 2010 to May 15, 2026
Nov 9, 2010 to May 15, 2026
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