Prague Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.76% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 27.76 | |
| 0.0852 | 23.57 | |
| 0.8536 | 340.78 | |
| 0.0844 | 12.59 |
Estimation Period:
Apr 7, 1994 to Jan 30, 2026
Apr 7, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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