Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:50.14% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0617 | 3.45 | |
| 0.0538 | 4.14 | |
| 0.9433 | 67.68 | |
| -0.0034 | -0.05 | |
| -0.0124 | -0.12 | |
| -0.0018 | -0.02 | |
| 0.0589 | 0.70 | |
| -0.0670 | -0.62 | |
| -0.0054 | -0.05 | |
| 0.1121 | 1.06 | |
| -0.5828 | -1.54 | |
| 1.4683 | 1.47 | |
| -1.4787 | -1.49 |
Estimation Period:
Apr 19, 1993 to Feb 20, 2026
Apr 19, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Czech Koruna Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies