Warsaw Stock Exchange WIG Total Return Index GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
19.63%
increased by 0.01%
1 Week
19.74%
increased by 0.12%
1 Month
20.16%
increased by 0.54%
Analysis last updated: Tuesday, May 12, 2026 at 05:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 17.72 | |
| 0.0681 | 23.41 | |
| 0.9219 | 368.91 |
Estimation Period:
Apr 17, 1991 to May 8, 2026
Apr 17, 1991 to May 8, 2026
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