Warsaw Stock Exchange WIG Total Return Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.26% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 17.48 | |
| 0.0687 | 23.23 | |
| 0.9214 | 364.04 |
Estimation Period:
Apr 17, 1991 to Dec 12, 2025
Apr 17, 1991 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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