Prague Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.32% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 27.78 | |
| 0.0851 | 23.56 | |
| 0.8536 | 340.50 | |
| 0.0843 | 12.59 |
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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