V-Lab: Czech Koruna Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Czech Koruna Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:6.67% (+0.23%)

Analysis last updated: Wednesday, April 24, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1652	8.55
$α$	0.0352	5.66
$β$	0.9602	138.32
$γ_{1}$	0.0001	0.94

Estimation Period:
Apr 19, 1993 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts