Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
20.31%
decreased by 0.68%
1 Week
20.42%
decreased by 0.57%
1 Month
20.81%
decreased by 0.18%
Analysis last updated: Saturday, April 4, 2026 at 11:15 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 | |
| 0.0549 | 15.57 | |
| 0.9228 | 378.02 | |
| 0.0264 | 4.65 |
Estimation Period:
Apr 17, 1991 to Apr 3, 2026
Apr 17, 1991 to Apr 3, 2026
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