Warsaw Stock Exchange WIG Total Return Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.88%
increased by 2.33%
1 Week
18.89%
increased by 2.34%
1 Month
18.94%
increased by 2.39%
Analysis last updated: Saturday, June 13, 2026 at 06:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9066 | 5.45 | |
| 0.0776 | 8.48 | |
| 0.9037 | 89.22 | |
| 0.0041 | 2.33 | |
| -0.0039 | -1.84 |
Estimation Period:
Apr 17, 1991 to Jun 12, 2026
Apr 17, 1991 to Jun 12, 2026
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