V-Lab
V-Lab
Czech Koruna GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:6.73% (+0.09%)

Analysis last updated: Friday, April 26, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna GARCH
paramt-stat
ω0.001411.29
α0.035523.30
β0.9607575.28
Estimation Period:
Apr 19, 1993 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts