Prague Stock Exchange Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.98% (+5.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 23.95 | |
| 0.1275 | 44.69 | |
| 0.8579 | 336.97 |
Estimation Period:
Apr 7, 1994 to Feb 13, 2026
Apr 7, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices