Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
18.72%
decreased by 0.79%
1 Week
19.15%
decreased by 0.36%
1 Month
20.04%
increased by 0.53%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0578 | 22.71 | |
| 0.8037 | 98.25 | |
| 0.0862 | 17.87 | |
| 0.0094 | 6.42 | |
| 0.0379 | 6.44 | |
| 0.9576 | 151.73 |
Estimation Period:
Apr 17, 1991 to Jun 5, 2026
Apr 17, 1991 to Jun 5, 2026
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