Warsaw Stock Exchange WIG Total Return Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:14.77% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0109 | 6.47 | |
| 0.0659 | 18.14 | |
| 0.9274 | 249.50 | |
| 0.3615 | 13.05 |
Estimation Period:
Apr 17, 1991 to Oct 17, 2025
Apr 17, 1991 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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