Ukraine PFTS Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:2.51% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 6.43 | |
| 0.0714 | 22.85 | |
| 0.9286 | 333.66 |
Estimation Period:
Oct 9, 1997 to Apr 4, 2025
Oct 9, 1997 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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