V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 29th, 2025:28.54% (-1.04%)
Analysis last updated: Tuesday, April 29, 2025 at 09:03 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
ω0.023118.40
α0.055215.54
β0.9229372.29
γ0.02674.68
Estimation Period:
Apr 17, 1991 to Apr 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts