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Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:50.14% (-1.10%)
Analysis last updated: Friday, February 20, 2026 at 07:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna S0GARCH
paramt-stat
ω1.06173.45
α0.05384.14
β0.943367.68
γ1-0.0034-0.05
γ2-0.0124-0.12
γ3-0.0018-0.02
γ40.05890.70
γ5-0.0670-0.62
γ6-0.0054-0.05
γ70.11211.06
γ8-0.5828-1.54
γ91.46831.47
γ10-1.4787-1.49
Estimation Period:
Apr 19, 1993 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts