Warsaw Stock Exchange WIG Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:16.89% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 22.14 | |
| 0.1465 | 13.37 | |
| 0.9810 | 619.29 | |
| -0.0140 | -2.13 |
Estimation Period:
Apr 17, 1991 to Oct 31, 2025
Apr 17, 1991 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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