Warsaw Stock Exchange WIG Total Return Index Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.92%
decreased by 0.60%
1 Week
18.20%
decreased by 0.32%
1 Month
19.14%
increased by 0.62%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 1.8257 | 6.95 | |
| 0.0778 | 8.39 | |
| 0.9015 | 85.80 | |
| 0.0028 | 4.13 |
Estimation Period:
Apr 17, 1991 to Jun 5, 2026
Apr 17, 1991 to Jun 5, 2026
Other Warsaw Stock Exchange WIG Total Return Index Analyses
Other Spline-GARCH Analyses on Equity Indices