V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2025:36.18% (-0.74%)
Analysis last updated: Tuesday, April 8, 2025 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Warsaw Stock Exchange WIG Total Return Index GJR-GARCH
paramt-stat
ω0.023118.36
α0.055415.57
β0.9229370.49
γ0.02664.66
Estimation Period:
Apr 17, 1991 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts