V-Lab
V-Lab
Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:19.22% (-0.65%)
Analysis last updated: Thursday, September 18, 2025 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Warsaw Stock Exchange WIG Total Return Index SGARCH
paramt-stat
ω1.83726.86
α0.07878.36
β0.900784.73
γ10.00293.99
Estimation Period:
Apr 17, 1991 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts