Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:14.18% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0587 | 23.02 | |
| 0.8037 | 99.08 | |
| 0.0864 | 17.97 | |
| 0.0091 | 6.47 | |
| 0.0375 | 6.55 | |
| 0.9581 | 155.88 |
Estimation Period:
Apr 17, 1991 to Dec 19, 2025
Apr 17, 1991 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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