Prague Stock Exchange Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.04% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 23.95 | |
| 0.1276 | 44.66 | |
| 0.8577 | 336.08 |
Estimation Period:
Apr 7, 1994 to Feb 6, 2026
Apr 7, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices