Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
18.56%
decreased by 0.39%
1 Week
18.71%
decreased by 0.24%
1 Month
19.26%
increased by 0.31%
Analysis last updated: Saturday, April 25, 2026 at 05:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 18.89 | |
| 0.0548 | 15.55 | |
| 0.9228 | 378.35 | |
| 0.0265 | 4.69 |
Estimation Period:
Apr 17, 1991 to Apr 24, 2026
Apr 17, 1991 to Apr 24, 2026
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