V-Lab: Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis

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Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 3rd, 2025:16.04% (+1.12%)

Analysis last updated: Wednesday, December 3, 2025 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0588	23.07
$β$	0.8038	99.28
$γ$	0.0864	17.97
$λ_{1}$	0.0091	6.50
$λ_{2}$	0.0374	6.56
$λ_{3}$	0.9582	156.85

Estimation Period:
Apr 17, 1991 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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