V-Lab
V-Lab
Prague Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:11.33% (-0.52%)

Analysis last updated: Saturday, May 18, 2024 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Prague Stock Exchange Index AGARCH
paramt-stat
ω0.027325.00
α0.123545.93
β0.8562352.21
γ0.213115.52
Estimation Period:
Apr 7, 1994 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts