Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:14.62% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 21.99 | |
| 0.1456 | 13.28 | |
| 0.9812 | 632.61 | |
| -0.0141 | -2.15 |
Estimation Period:
Apr 17, 1991 to Jan 5, 2026
Apr 17, 1991 to Jan 5, 2026
News Impact Curve
Volatility Forecasts
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