V-Lab: Czech Koruna MF2-GARCH Volatility Analysis

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V-Lab

Czech Koruna MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:15.59% (+8.85%)

Analysis last updated: Thursday, May 2, 2024 at 07:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.7500	7499630.00
$β$	0.0000	370.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.9198	9197720.00
$λ_{2}$	0.0014	13740.00
$λ_{3}$	0.4781	4780770.00

Estimation Period:
Apr 19, 1993 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts