Prague Stock Exchange Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.31% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 23.97 | |
| 0.1272 | 44.72 | |
| 0.8581 | 337.57 |
Estimation Period:
Apr 7, 1994 to Feb 20, 2026
Apr 7, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices