Dynamics of the Warsaw stock market index WIG20 has been investigated using the methods of econophysics. The dependence of the distribution function, kurtosis, scewness and volatility on time has been investigated, and the fluctuation analysis has been performed. Partial comparisons with analogous results for Dax as well as FTSE indices have been given. It is shown that the dependence of volatility on the logarithm of time appears to have a negative exponent for large times, and the linear depedendence of log(v) on log(t) breaks down. This seems to be in contranst with the analogous dependence in the case of more mature markets. Weakly multifractal character of the time series generated by the index WIG20 has also been found.

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