Prague Stock Exchange Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:-0.00% (-16.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0206 | 205,990.00 | |
| -0.0412 | -411,770.00 | |
| 0.6211 | 19.35 | |
| 0.3752 | 22.32 | |
| 0.0444 | 1.01 |
Estimation Period:
Apr 7, 1994 to Feb 6, 2026
Apr 7, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices