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 Monday, October 27th, 2025:14.68% (-0.54%)

Analysis last updated: Saturday, October 25, 2025 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0591	23.21
$β$	0.8041	99.58
$γ$	0.0860	17.93
$λ_{1}$	0.0090	6.53
$λ_{2}$	0.0372	6.58
$λ_{3}$	0.9585	158.27

Estimation Period:
Apr 17, 1991 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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