Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:25.31% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 22.16 | |
| 0.1455 | 13.33 | |
| 0.9811 | 635.02 | |
| -0.0140 | -2.15 |
Estimation Period:
Apr 17, 1991 to Mar 6, 2026
Apr 17, 1991 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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