Prague Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.44% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0220 | 6.22 | |
| 0.1085 | 50.16 | |
| 0.9907 | 656.07 | |
| 5.9402 | 15.24 |
Estimation Period:
Apr 7, 1994 to Feb 6, 2026
Apr 7, 1994 to Feb 6, 2026
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