Warsaw Stock Exchange WIG Total Return Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.89%
decreased by 0.69%
1 Week
18.51%
decreased by 0.07%
1 Month
19.76%
increased by 1.18%
Analysis last updated: Friday, June 5, 2026 at 05:36 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 | |
| 0.8036 | 98.23 | |
| 0.0862 | 17.88 | |
| 0.0094 | 6.41 | |
| 0.0379 | 6.43 | |
| 0.9576 | 151.64 |
Estimation Period:
Apr 17, 1991 to Jun 3, 2026
Apr 17, 1991 to Jun 3, 2026
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