Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
18.36%
decreased by 0.24%
1 Week
18.39%
decreased by 0.21%
1 Month
18.50%
decreased by 0.10%
Analysis last updated: Friday, June 26, 2026 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9060 | 5.45 | |
| 0.0775 | 8.48 | |
| 0.9037 | 89.23 | |
| 0.0041 | 2.33 | |
| -0.0039 | -1.84 |
Estimation Period:
Apr 17, 1991 to Jun 19, 2026
Apr 17, 1991 to Jun 19, 2026
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