Prague Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.98% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 11.69 | |
| 0.2081 | 28.42 | |
| 0.9688 | 962.06 | |
| -0.0557 | -12.71 |
Estimation Period:
Apr 7, 1994 to Feb 13, 2026
Apr 7, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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