Warsaw Stock Exchange WIG Total Return Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.46% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 6.42 | |
| 0.0658 | 18.17 | |
| 0.9275 | 250.19 | |
| 0.3632 | 13.12 |
Estimation Period:
Apr 17, 1991 to Nov 14, 2025
Apr 17, 1991 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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