Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:13.92% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 18.48 | |
| 0.0556 | 15.61 | |
| 0.9221 | 372.87 | |
| 0.0266 | 4.66 |
Estimation Period:
Apr 17, 1991 to Oct 10, 2025
Apr 17, 1991 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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