Warsaw Stock Exchange WIG Total Return Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.55% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 17.68 | |
| 0.0683 | 23.37 | |
| 0.9217 | 367.66 |
Estimation Period:
Apr 17, 1991 to Mar 13, 2026
Apr 17, 1991 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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