Warsaw Stock Exchange APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.47%
increased by 0.36%
1 Week
24.62%
increased by 0.51%
1 Month
24.99%
increased by 0.88%
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 | |
|---|---|---|
| 0.1505 | 12.72 | |
| 0.0901 | 21.05 | |
| 0.8443 | 101.80 | |
| 0.2184 | 7.16 | |
| 1.3319 | 20.33 |
Estimation Period:
Nov 9, 2010 to May 15, 2026
Nov 9, 2010 to May 15, 2026
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