Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
17.57%
decreased by 0.14%
1 Week
17.75%
increased by 0.04%
1 Month
18.39%
increased by 0.68%
Analysis last updated: Friday, June 12, 2026 at 06:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 18.90 | |
| 0.0547 | 15.57 | |
| 0.9229 | 379.17 | |
| 0.0265 | 4.71 |
Estimation Period:
Apr 17, 1991 to Jun 5, 2026
Apr 17, 1991 to Jun 5, 2026
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