Czech Koruna GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:9.67% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 1.55 | |
| 0.0363 | 4.73 | |
| 0.9070 | 18.78 | |
| -0.0363 | -4.77 |
Estimation Period:
Apr 19, 1993 to Feb 13, 2026
Apr 19, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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