Warsaw Stock Exchange GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
27.82%
increased by 1.77%
1 Week
27.61%
increased by 1.56%
1 Month
27.04%
increased by 0.99%
Analysis last updated: Saturday, May 23, 2026 at 03:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6745 | 5.07 | |
| 0.0830 | 11.95 | |
| 0.9388 | 74.96 | |
| 3.3610 | 6.68 |
Estimation Period:
Nov 9, 2010 to May 15, 2026
Nov 9, 2010 to May 15, 2026
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