Prague Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.57% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0273 | 6.20 | |
| 0.1083 | 50.29 | |
| 0.9907 | 658.28 | |
| 5.9287 | 15.30 |
Estimation Period:
Apr 7, 1994 to Feb 20, 2026
Apr 7, 1994 to Feb 20, 2026
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