Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
18.57%
increased by 0.21%
1 Week
19.21%
increased by 0.85%
1 Month
20.90%
increased by 2.54%
Analysis last updated: Saturday, April 18, 2026 at 05:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0579 | 22.71 | |
| 0.8035 | 97.67 | |
| 0.0862 | 17.83 | |
| 0.0094 | 6.40 | |
| 0.0382 | 6.40 | |
| 0.9573 | 149.57 |
Estimation Period:
Apr 17, 1991 to Apr 17, 2026
Apr 17, 1991 to Apr 17, 2026
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