Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.47% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 18.54 | |
| 0.0553 | 15.58 | |
| 0.9223 | 374.15 | |
| 0.0267 | 4.68 |
Estimation Period:
Apr 17, 1991 to Oct 31, 2025
Apr 17, 1991 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other Warsaw Stock Exchange WIG Total Return Index Analyses
Other GJR-GARCH Analyses on Equity Indices