Warsaw Stock Exchange Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
24.64%
increased by 0.24%
1 Week
24.57%
increased by 0.17%
1 Month
24.45%
increased by 0.05%
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 | |
|---|---|---|
| 0.9979 | 12.43 | |
| 0.1045 | 5.33 | |
| 0.7621 | 17.44 | |
| -0.0001 | -0.11 |
Estimation Period:
Nov 9, 2010 to May 15, 2026
Nov 9, 2010 to May 15, 2026
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