Warsaw Stock Exchange WIG Total Return Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
15.93%
decreased by 0.89%
1 Week
16.08%
decreased by 0.74%
1 Month
16.61%
decreased by 0.21%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 24.83 | |
| 0.1101 | 32.20 | |
| 0.8459 | 330.96 | |
| 0.0551 | 9.03 |
Estimation Period:
Nov 16, 2000 to Jun 3, 2026
Nov 16, 2000 to Jun 3, 2026
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