Prague Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.04%
increased by 0.14%
1 Week
13.37%
increased by 0.47%
1 Month
14.46%
increased by 1.56%
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 | |
|---|---|---|
| 0.0304 | 27.91 | |
| 0.0840 | 23.54 | |
| 0.8542 | 343.76 | |
| 0.0852 | 12.84 |
Estimation Period:
Apr 7, 1994 to Jun 5, 2026
Apr 7, 1994 to Jun 5, 2026
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