Prague Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
14.14%
increased by 0.57%
1 Week
14.40%
increased by 0.83%
1 Month
15.29%
increased by 1.72%
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 | |
|---|---|---|
| 0.0304 | 27.91 | |
| 0.0840 | 23.54 | |
| 0.8543 | 344.06 | |
| 0.0851 | 12.84 |
Estimation Period:
Apr 7, 1994 to Jun 12, 2026
Apr 7, 1994 to Jun 12, 2026
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