Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.98% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 18.57 | |
| 0.0551 | 15.54 | |
| 0.9225 | 374.53 | |
| 0.0268 | 4.71 |
Estimation Period:
Apr 17, 1991 to Dec 12, 2025
Apr 17, 1991 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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