Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
20.98%
increased by 0.05%
1 Week
21.07%
increased by 0.14%
1 Month
21.41%
increased by 0.48%
Analysis last updated: Thursday, May 21, 2026 at 05:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 18.90 | |
| 0.0548 | 15.57 | |
| 0.9229 | 378.99 | |
| 0.0265 | 4.69 |
Estimation Period:
Apr 17, 1991 to May 15, 2026
Apr 17, 1991 to May 15, 2026
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