Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
20.35%
increased by 0.09%
1 Week
20.64%
increased by 0.38%
1 Month
20.97%
increased by 0.71%
Analysis last updated: Saturday, March 28, 2026 at 08:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0582 | 22.77 | |
| 0.8032 | 97.93 | |
| 0.0861 | 17.88 | |
| 0.0094 | 6.42 | |
| 0.0379 | 6.43 | |
| 0.9576 | 151.59 |
Estimation Period:
Apr 17, 1991 to Mar 27, 2026
Apr 17, 1991 to Mar 27, 2026
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