Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:17.22% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8984 | 5.42 | |
| 0.0781 | 8.44 | |
| 0.9029 | 88.19 | |
| 0.0040 | 2.23 | |
| -0.0038 | -1.73 |
Estimation Period:
Apr 17, 1991 to Jan 23, 2026
Apr 17, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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