Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
25.08%
increased by 0.95%
1 Week
25.09%
increased by 0.96%
1 Month
25.13%
increased by 1.00%
Analysis last updated: Wednesday, June 17, 2026 at 05:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6953 | 10.98 | |
| 0.0541 | 81.82 | |
| 0.9941 | 1,558.15 | |
| 3.4195 | 96.88 |
Estimation Period:
Apr 17, 1991 to Jun 12, 2026
Apr 17, 1991 to Jun 12, 2026
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