Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
20.35%
increased by 0.89%
1 Week
20.31%
increased by 0.85%
1 Month
20.16%
increased by 0.70%
Analysis last updated: Wednesday, April 1, 2026 at 05:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9046 | 5.43 | |
| 0.0779 | 8.47 | |
| 0.9033 | 88.75 | |
| 0.0041 | 2.29 | |
| -0.0039 | -1.80 |
Estimation Period:
Apr 17, 1991 to Mar 27, 2026
Apr 17, 1991 to Mar 27, 2026
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