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V-Lab

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

Date Range:

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graph of Warsaw Stock Exchange MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time