PRAGUE STOCK EXCHANGE INDEX GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, May 21: 10.54% (-0.33)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (CZK): 982,50 Kč Return: -0.03% 1 Week Pred: 11.27%
Avg Week Vol: 10.83% Avg Month Vol: 12.24% 1 Month Pred: 13.35%
Min Vol: 8.89% Max Vol: 129.31% 6 Months Pred: 18.67%
Avg Vol: 22.12% Vol of Vol: 30.38% 1 Year Pred: 20.11%