Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:15.52% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8291 | 6.85 | |
| 0.0789 | 8.38 | |
| 0.9004 | 84.62 | |
| 0.0028 | 3.90 |
Estimation Period:
Apr 17, 1991 to Oct 31, 2025
Apr 17, 1991 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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