V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:18.18% (-0.56%)
Analysis last updated: Saturday, September 20, 2025 at 08:40 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
β0.9225373.79
γ0.02664.68
Estimation Period:
Apr 17, 1991 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts