Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
6.59%
decreased by 0.12%
1 Week
6.61%
decreased by 0.10%
1 Month
6.69%
decreased by 0.02%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4314 | 6.88 | |
| 0.0225 | 77.22 | |
| 0.9979 | 3,602.41 | |
| 2.9413 | 86.89 |
Estimation Period:
Apr 19, 1993 to Jun 5, 2026
Apr 19, 1993 to Jun 5, 2026
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