Warsaw Stock Exchange WIG Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
28.49%
increased by 0.66%
1 Week
28.46%
increased by 0.63%
1 Month
28.36%
increased by 0.53%
Analysis last updated: Thursday, May 21, 2026 at 05:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7124 | 10.96 | |
| 0.0541 | 82.09 | |
| 0.9942 | 1,570.54 | |
| 3.4059 | 98.54 |
Estimation Period:
Apr 17, 1991 to May 15, 2026
Apr 17, 1991 to May 15, 2026
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