V-Lab: Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis

V-Lab

Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis

Volatility Prediction for Wednesday, June 18th, 2025:17.98% (-0.45%)

Analysis last updated: Wednesday, June 18, 2025 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0265	16.48
$α$	0.0568	12.19
$β$	0.9148	415.82
$γ$	0.0862	8.51
$δ$	2.5819	20.94

Estimation Period:
Apr 17, 1991 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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