Warsaw Stock Exchange WIG Total Return Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:13.56% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 17.38 | |
| 0.0691 | 23.22 | |
| 0.9210 | 362.31 |
Estimation Period:
Apr 17, 1991 to Oct 10, 2025
Apr 17, 1991 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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