Prague Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.20% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 26.06 | |
| 0.1293 | 46.29 | |
| 0.8498 | 334.15 | |
| 0.2279 | 17.62 |
Estimation Period:
Apr 7, 1994 to Feb 6, 2026
Apr 7, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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