Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:17.46% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8239 | 6.85 | |
| 0.0784 | 8.37 | |
| 0.9009 | 85.05 | |
| 0.0028 | 3.90 |
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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