Prague Stock Exchange Index APARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
13.73%
decreased by 0.74%
1 Week
14.05%
decreased by 0.42%
1 Month
15.10%
increased by 0.63%
Analysis last updated: Tuesday, June 16, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 29.87 | |
| 0.1267 | 40.29 | |
| 0.8660 | 337.09 | |
| 0.2211 | 18.33 | |
| 1.4951 | 28.14 |
Estimation Period:
Apr 7, 1994 to Jun 12, 2026
Apr 7, 1994 to Jun 12, 2026
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