CEZ A.S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.72% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0529 | 13.90 | |
| 0.0623 | 12.98 | |
| 0.9122 | 254.39 | |
| 0.0270 | 3.52 |
Estimation Period:
Nov 2, 1993 to Feb 6, 2026
Nov 2, 1993 to Feb 6, 2026
News Impact Curve
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