Warsaw Stock Exchange WIG Total Return Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
22.53%
decreased by 0.79%
1 Week
22.59%
increased by 0.06%
1 Month
22.85%
increased by 0.32%
Analysis last updated: Tuesday, March 24, 2026 at 06:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 6.70 | |
| 0.0656 | 18.32 | |
| 0.9275 | 252.19 | |
| 0.3615 | 13.12 |
Estimation Period:
Apr 17, 1991 to Mar 20, 2026
Apr 17, 1991 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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