Prague Stock Exchange Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
-0.00%
decreased by 5.46%
1 Week
1.45%
decreased by 4.01%
1 Month
7.09%
increased by 1.63%
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 | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0420 | 420,280.00 | |
| -0.0840 | -840,350.00 | |
| 0.6380 | 67.50 | |
| 0.3143 | 39,284.75 | |
| 0.0849 | 69.54 |
Estimation Period:
Apr 7, 1994 to Jun 5, 2026
Apr 7, 1994 to Jun 5, 2026
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