Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:14.49% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8996 | 5.39 | |
| 0.0789 | 8.46 | |
| 0.9023 | 87.71 | |
| 0.0040 | 2.17 | |
| -0.0037 | -1.66 |
Estimation Period:
Apr 17, 1991 to Oct 24, 2025
Apr 17, 1991 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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