Prague Stock Exchange Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.12%
increased by 0.46%
1 Week
15.36%
increased by 0.70%
1 Month
16.15%
increased by 1.49%
Analysis last updated: Saturday, June 13, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 11.59 | |
| 0.2074 | 28.64 | |
| 0.9687 | 962.92 | |
| -0.0560 | -12.87 |
Estimation Period:
Apr 7, 1994 to Jun 12, 2026
Apr 7, 1994 to Jun 12, 2026
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