V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:18.98% (-0.52%)
Analysis last updated: Thursday, September 18, 2025 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Warsaw Stock Exchange WIG Total Return Index APARCH
paramt-stat
ω0.026516.50
α0.056712.23
β0.9153418.89
γ0.08598.45
δ2.570020.90
Estimation Period:
Apr 17, 1991 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts