Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
20.94%
increased by 3.37%
1 Week
20.90%
increased by 3.33%
1 Month
21.20%
increased by 3.63%
Analysis last updated: Thursday, June 25, 2026 at 05:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0577 | 22.70 | |
| 0.8038 | 98.38 | |
| 0.0861 | 17.87 | |
| 0.0093 | 6.42 | |
| 0.0379 | 6.44 | |
| 0.9576 | 151.96 |
Estimation Period:
Apr 17, 1991 to Jun 19, 2026
Apr 17, 1991 to Jun 19, 2026
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