Czech Koruna GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.06% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 1.88 | |
| 0.0375 | 8.45 | |
| 0.9274 | 31.51 | |
| -0.0375 | -8.56 |
Estimation Period:
Apr 19, 1993 to Feb 20, 2026
Apr 19, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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