Czech Koruna EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.78% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0587 | -0.35 | |
| 0.0203 | 0.39 | |
| 0.9181 | 9.87 | |
| 0.0682 | 3.30 |
Estimation Period:
Apr 19, 1993 to Feb 6, 2026
Apr 19, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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