Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
22.52%
increased by 1.05%
1 Week
22.57%
increased by 1.10%
1 Month
22.74%
increased by 1.27%
Analysis last updated: Friday, July 3, 2026 at 06:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6866 | 10.99 | |
| 0.0541 | 81.67 | |
| 0.9941 | 1,550.83 | |
| 3.4261 | 96.11 |
Estimation Period:
Apr 17, 1991 to Jun 26, 2026
Apr 17, 1991 to Jun 26, 2026
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