V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:25.25% (+0.97%)
Analysis last updated: Sunday, May 11, 2025 at 12:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Warsaw Stock Exchange WIG Total Return Index SGARCH
paramt-stat
ω1.84626.79
α0.07898.34
β0.900984.52
γ10.00303.92
Estimation Period:
Apr 17, 1991 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts