Warsaw Stock Exchange WIG Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:15.42% (+2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 18.67 | |
| 0.0550 | 15.53 | |
| 0.9226 | 375.35 | |
| 0.0267 | 4.70 |
Estimation Period:
Apr 17, 1991 to Jan 2, 2026
Apr 17, 1991 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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