Warsaw Stock Exchange WIG Total Return Index AGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:23.64% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 6.68 | |
| 0.0657 | 18.26 | |
| 0.9274 | 251.00 | |
| 0.3618 | 13.13 |
Estimation Period:
Apr 17, 1991 to Mar 6, 2026
Apr 17, 1991 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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