Prague Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.48% (-5.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.9574 | 9,574,460.00 | |
| 0.0846 | 845,710.00 | |
| -0.0840 | -840,350.00 | |
| 0.5830 | 18.72 | |
| 0.4552 | 39.84 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 7, 1994 to Feb 20, 2026
Apr 7, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices