Warsaw Stock Exchange Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
29.72%
increased by 0.26%
1 Week
30.55%
increased by 1.09%
1 Month
31.80%
increased by 2.34%
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 | |
|---|---|---|
| 0.8951 | 8.44 | |
| 0.1105 | 5.35 | |
| 0.7216 | 14.65 | |
| -0.0141 | -0.46 | |
| 0.0244 | 0.58 | |
| -0.0458 | -1.37 | |
| 0.1285 | 2.44 |
Estimation Period:
Nov 9, 2010 to May 15, 2026
Nov 9, 2010 to May 15, 2026
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