V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:25.81% (+0.45%)
Analysis last updated: Sunday, May 11, 2025 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Warsaw Stock Exchange WIG Total Return Index GJR-GARCH
paramt-stat
ω0.023218.43
α0.055215.53
β0.9228371.95
γ0.02674.68
Estimation Period:
Apr 17, 1991 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts