Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.62% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 18.58 | |
| 0.0553 | 15.56 | |
| 0.9223 | 374.14 | |
| 0.0268 | 4.71 |
Estimation Period:
Apr 17, 1991 to Nov 21, 2025
Apr 17, 1991 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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