Warsaw Stock Exchange WIG Total Return Index APARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:15.03% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 16.50 | |
| 0.0569 | 12.25 | |
| 0.9148 | 417.92 | |
| 0.0855 | 8.43 | |
| 2.5721 | 20.91 |
Estimation Period:
Apr 17, 1991 to Oct 24, 2025
Apr 17, 1991 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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