V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:18.65% (-0.48%)
Analysis last updated: Wednesday, July 2, 2025 at 10:55 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
ω0.023518.46
α0.055415.52
β0.9223372.06
γ0.02694.72
Estimation Period:
Apr 17, 1991 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts