Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:17.08% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 18.76 | |
| 0.0550 | 15.56 | |
| 0.9226 | 375.82 | |
| 0.0265 | 4.67 |
Estimation Period:
Apr 17, 1991 to Jan 23, 2026
Apr 17, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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