Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
19.52%
decreased by 0.19%
1 Week
19.51%
decreased by 0.20%
1 Month
19.47%
decreased by 0.24%
Analysis last updated: Friday, May 15, 2026 at 05:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9053 | 5.44 | |
| 0.0776 | 8.47 | |
| 0.9036 | 89.10 | |
| 0.0041 | 2.31 | |
| -0.0039 | -1.82 |
Estimation Period:
Apr 17, 1991 to May 8, 2026
Apr 17, 1991 to May 8, 2026
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