Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:17.07% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0586 | 23.00 | |
| 0.8039 | 98.66 | |
| 0.0859 | 17.89 | |
| 0.0091 | 6.47 | |
| 0.0373 | 6.51 | |
| 0.9583 | 155.87 |
Estimation Period:
Apr 17, 1991 to Jan 23, 2026
Apr 17, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Warsaw Stock Exchange WIG Total Return Index Analyses
Other MF2-GARCH Analyses on Equity Indices