Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.40% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 18.79 | |
| 0.0550 | 15.58 | |
| 0.9227 | 376.14 | |
| 0.0264 | 4.65 |
Estimation Period:
Apr 17, 1991 to Feb 6, 2026
Apr 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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