Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:15.02% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 18.67 | |
| 0.0549 | 15.52 | |
| 0.9227 | 375.52 | |
| 0.0268 | 4.71 |
Estimation Period:
Apr 17, 1991 to Jan 5, 2026
Apr 17, 1991 to Jan 5, 2026
News Impact Curve
Volatility Forecasts
Other Warsaw Stock Exchange WIG Total Return Index Analyses
Other GJR-GARCH Analyses on Equity Indices