Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.30%
decreased by 0.68%
1 Week
17.37%
decreased by 0.61%
1 Month
17.63%
decreased by 0.35%
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 | |
|---|---|---|
| 1.9055 | 5.45 | |
| 0.0776 | 8.48 | |
| 0.9036 | 89.10 | |
| 0.0041 | 2.32 | |
| -0.0039 | -1.83 |
Estimation Period:
Apr 17, 1991 to Jun 3, 2026
Apr 17, 1991 to Jun 3, 2026
Other Warsaw Stock Exchange WIG Total Return Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices