Warsaw Stock Exchange GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
24.70%
increased by 0.82%
1 Week
24.60%
increased by 0.72%
1 Month
24.39%
increased by 0.51%
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 | |
|---|---|---|
| 0.2764 | 13.88 | |
| 0.0580 | 11.99 | |
| 0.7877 | 75.73 | |
| 0.0708 | 5.46 |
Estimation Period:
Nov 9, 2010 to May 15, 2026
Nov 9, 2010 to May 15, 2026
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