V-Lab: Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis

V-Lab

Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 21st, 2025:16.68% (-0.41%)

Analysis last updated: Thursday, August 21, 2025 at 08:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0235	18.46
$α$	0.0552	15.47
$β$	0.9223	372.34
$γ$	0.0272	4.76

Estimation Period:
Apr 17, 1991 to Aug 15, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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