Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.53% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 16.76 | |
| 0.0563 | 12.24 | |
| 0.9151 | 419.76 | |
| 0.0850 | 8.42 | |
| 2.5824 | 21.04 |
Estimation Period:
Apr 17, 1991 to Feb 6, 2026
Apr 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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