Prague Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.48%
increased by 1.05%
1 Week
13.70%
increased by 1.27%
1 Month
14.51%
increased by 2.08%
Analysis last updated: Wednesday, June 10, 2026 at 05:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0179 | 6.23 | |
| 0.1077 | 50.25 | |
| 0.9907 | 660.92 | |
| 5.9429 | 15.23 |
Estimation Period:
Apr 7, 1994 to Jun 5, 2026
Apr 7, 1994 to Jun 5, 2026
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