Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.64% (+4.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0585 | 22.97 | |
| 0.8039 | 98.74 | |
| 0.0860 | 17.92 | |
| 0.0091 | 6.46 | |
| 0.0372 | 6.51 | |
| 0.9584 | 156.34 |
Estimation Period:
Apr 17, 1991 to Jan 30, 2026
Apr 17, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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