Prague Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.53% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 27.80 | |
| 0.0850 | 23.54 | |
| 0.8537 | 341.08 | |
| 0.0847 | 12.65 |
Estimation Period:
Apr 7, 1994 to Feb 13, 2026
Apr 7, 1994 to Feb 13, 2026
News Impact Curve
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