Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
18.23%
decreased by 0.53%
1 Week
18.94%
increased by 0.18%
1 Month
20.32%
increased by 1.56%
Analysis last updated: Saturday, May 30, 2026 at 06:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0578 | 22.70 | |
| 0.8035 | 98.16 | |
| 0.0863 | 17.88 | |
| 0.0094 | 6.41 | |
| 0.0380 | 6.43 | |
| 0.9575 | 151.31 |
Estimation Period:
Apr 17, 1991 to May 29, 2026
Apr 17, 1991 to May 29, 2026
Other Warsaw Stock Exchange WIG Total Return Index Analyses
Other MF2-GARCH Analyses on Equity Indices