Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:15.40% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8971 | 5.41 | |
| 0.0782 | 8.43 | |
| 0.9029 | 88.07 | |
| 0.0040 | 2.21 | |
| -0.0038 | -1.71 |
Estimation Period:
Apr 17, 1991 to Jan 5, 2026
Apr 17, 1991 to Jan 5, 2026
News Impact Curve
Volatility Forecasts
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