Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:25.51% (+8.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 18.80 | |
| 0.0549 | 15.55 | |
| 0.9228 | 376.66 | |
| 0.0264 | 4.66 |
Estimation Period:
Apr 17, 1991 to Feb 27, 2026
Apr 17, 1991 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other Warsaw Stock Exchange WIG Total Return Index Analyses
Other GJR-GARCH Analyses on Equity Indices