Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.23% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8251 | 6.87 | |
| 0.0782 | 8.37 | |
| 0.9011 | 85.34 | |
| 0.0028 | 3.98 |
Estimation Period:
Apr 17, 1991 to Feb 6, 2026
Apr 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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