Prague Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.59% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 11.66 | |
| 0.2079 | 28.41 | |
| 0.9688 | 962.11 | |
| -0.0555 | -12.67 |
Estimation Period:
Apr 7, 1994 to Feb 6, 2026
Apr 7, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices