Warsaw Stock Exchange WIG Total Return Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:15.52% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 17.44 | |
| 0.0689 | 23.25 | |
| 0.9212 | 363.54 |
Estimation Period:
Apr 17, 1991 to Nov 10, 2025
Apr 17, 1991 to Nov 10, 2025
News Impact Curve
Volatility Forecasts
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