Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 8th, 2026
1 Day
19.25%
decreased by 0.60%
1 Week
19.45%
decreased by 0.40%
1 Month
20.14%
increased by 0.29%
Analysis last updated: Wednesday, April 8, 2026 at 05:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8281 | 6.92 | |
| 0.0780 | 8.39 | |
| 0.9013 | 85.66 | |
| 0.0028 | 4.10 |
Estimation Period:
Apr 17, 1991 to Apr 3, 2026
Apr 17, 1991 to Apr 3, 2026
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