Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
19.88%
increased by 1.06%
1 Week
19.93%
increased by 1.11%
1 Month
20.12%
increased by 1.30%
Analysis last updated: Saturday, May 16, 2026 at 06:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 16.74 | |
| 0.0563 | 12.29 | |
| 0.9156 | 423.90 | |
| 0.0855 | 8.44 | |
| 2.5672 | 20.97 |
Estimation Period:
Apr 17, 1991 to May 15, 2026
Apr 17, 1991 to May 15, 2026
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