V-Lab
V-Lab
Prague Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:16.07% (+6.35%)

Analysis last updated: Saturday, May 4, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Prague Stock Exchange Index APARCH
paramt-stat
ω0.031928.45
α0.122439.25
β0.8699345.20
γ0.200816.38
δ1.532227.02
Estimation Period:
Apr 7, 1994 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts