Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
22.48%
decreased by 1.19%
1 Week
22.79%
decreased by 0.88%
1 Month
23.93%
increased by 0.26%
Analysis last updated: Saturday, April 4, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 22.13 | |
| 0.1450 | 13.28 | |
| 0.9812 | 640.05 | |
| -0.0139 | -2.14 |
Estimation Period:
Apr 17, 1991 to Apr 3, 2026
Apr 17, 1991 to Apr 3, 2026
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