Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
20.43%
increased by 1.55%
1 Week
20.49%
increased by 1.61%
1 Month
21.06%
increased by 2.18%
Analysis last updated: Saturday, May 9, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0578 | 22.71 | |
| 0.8037 | 98.07 | |
| 0.0861 | 17.85 | |
| 0.0094 | 6.41 | |
| 0.0380 | 6.43 | |
| 0.9575 | 151.17 |
Estimation Period:
Apr 17, 1991 to May 8, 2026
Apr 17, 1991 to May 8, 2026
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