Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.19% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8997 | 5.39 | |
| 0.0788 | 8.46 | |
| 0.9023 | 87.75 | |
| 0.0040 | 2.17 | |
| -0.0037 | -1.67 |
Estimation Period:
Apr 17, 1991 to Oct 31, 2025
Apr 17, 1991 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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