Warsaw Stock Exchange GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.34%
increased by 0.97%
1 Week
24.31%
increased by 0.94%
1 Month
24.26%
increased by 0.89%
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 | |
|---|---|---|
| 0.3102 | 15.33 | |
| 0.1040 | 21.16 | |
| 0.7627 | 70.44 |
Estimation Period:
Nov 9, 2010 to May 15, 2026
Nov 9, 2010 to May 15, 2026
Other Warsaw Stock Exchange Analyses
Other GARCH Analyses on International Equities