Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
17.86%
increased by 0.30%
1 Week
18.03%
increased by 0.47%
1 Month
18.64%
increased by 1.08%
Analysis last updated: Friday, July 3, 2026 at 06:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 18.92 | |
| 0.0546 | 15.56 | |
| 0.9230 | 379.67 | |
| 0.0265 | 4.71 |
Estimation Period:
Apr 17, 1991 to Jun 26, 2026
Apr 17, 1991 to Jun 26, 2026
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