Skip to main content
V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.67% (+0.30%)
Analysis last updated: Saturday, November 15, 2025 at 08:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Warsaw Stock Exchange WIG Total Return Index MF2-GARCH
paramt-stat
m21
α0.058923.14
β0.804199.44
γ0.086117.94
λ10.00906.52
λ20.03736.56
λ30.9583157.07
Estimation Period:
Apr 17, 1991 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts