Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
22.63%
decreased by 0.65%
1 Week
22.68%
decreased by 0.60%
1 Month
22.84%
decreased by 0.44%
Analysis last updated: Saturday, April 25, 2026 at 05:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7062 | 10.96 | |
| 0.0540 | 82.18 | |
| 0.9942 | 1,575.55 | |
| 3.3940 | 99.63 |
Estimation Period:
Apr 17, 1991 to Apr 24, 2026
Apr 17, 1991 to Apr 24, 2026
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