Prague Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.23% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 26.04 | |
| 0.1294 | 46.32 | |
| 0.8498 | 334.55 | |
| 0.2292 | 17.71 |
Estimation Period:
Apr 7, 1994 to Feb 13, 2026
Apr 7, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices