  A time series that represents daily values of the WIG index (the main index
of Warsaw Stock Exchange) over last 5 years is examined. Non-Gaussian features
of distributions of fluctuations, namely returns, over a time scale are
considered. Some general properties like exponents of the long range
correlation estimated by averaged volatility and detrended fluctuations
analysis (DFA) as well as exponents describing a decay of tails of the
cumulative distributions are found. Closing, the Zipf analysis for the WIG
index time series translated into three letter text is presented.
