V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:20.14% (-0.04%)
Analysis last updated: Friday, September 12, 2025 at 07:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Warsaw Stock Exchange WIG Total Return Index GJR-GARCH
paramt-stat
ω0.023518.57
α0.055215.53
β0.9225373.94
γ0.02674.69
Estimation Period:
Apr 17, 1991 to Sep 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts