Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.78% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8302 | 6.92 | |
| 0.0780 | 8.39 | |
| 0.9013 | 85.65 | |
| 0.0029 | 4.11 |
Estimation Period:
Apr 17, 1991 to Mar 13, 2026
Apr 17, 1991 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other Warsaw Stock Exchange WIG Total Return Index Analyses
Other Spline-GARCH Analyses on Equity Indices