Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
26.06%
decreased by 0.47%
1 Week
26.06%
decreased by 0.47%
1 Month
26.07%
decreased by 0.46%
Analysis last updated: Friday, April 3, 2026 at 05:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7198 | 10.95 | |
| 0.0541 | 82.28 | |
| 0.9942 | 1,583.11 | |
| 3.3915 | 100.24 |
Estimation Period:
Apr 17, 1991 to Apr 2, 2026
Apr 17, 1991 to Apr 2, 2026
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