Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
17.75%
decreased by 0.51%
1 Week
17.80%
decreased by 0.46%
1 Month
17.99%
decreased by 0.27%
Analysis last updated: Saturday, April 25, 2026 at 05:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9041 | 5.44 | |
| 0.0778 | 8.47 | |
| 0.9034 | 88.86 | |
| 0.0041 | 2.30 | |
| -0.0039 | -1.81 |
Estimation Period:
Apr 17, 1991 to Apr 24, 2026
Apr 17, 1991 to Apr 24, 2026
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