Prague Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.90% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 11.67 | |
| 0.2082 | 28.38 | |
| 0.9688 | 961.12 | |
| -0.0556 | -12.67 |
Estimation Period:
Apr 7, 1994 to Jan 30, 2026
Apr 7, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices