Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:14.23% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 16.57 | |
| 0.0566 | 12.22 | |
| 0.9150 | 418.97 | |
| 0.0860 | 8.49 | |
| 2.5764 | 20.92 |
Estimation Period:
Apr 17, 1991 to Dec 23, 2025
Apr 17, 1991 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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