Warsaw Stock Exchange MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
8.23%
increased by 2.25%
1 Week
5.12%
decreased by 0.86%
1 Month
2.38%
decreased by 3.60%
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 | |
|---|---|---|
| 46 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 4.7593 | 47,592,570.00 | |
| 0.0000 | 100.00 | |
| 0.5100 | 5,100,000.00 |
Estimation Period:
Nov 9, 2010 to May 15, 2026
Nov 9, 2010 to May 15, 2026
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