Czech Koruna Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:100.81% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0061 | 3.71 | |
| 0.0435 | 5.21 | |
| 0.9527 | 113.47 | |
| 0.0182 | 0.31 | |
| -0.0349 | -0.37 | |
| -0.0117 | -0.16 | |
| 0.0920 | 1.14 | |
| -0.1158 | -1.12 | |
| 0.0535 | 0.53 | |
| 0.0192 | 0.23 | |
| -0.0296 | -0.29 | |
| -0.1851 | -0.64 | |
| 1.0502 | 1.05 |
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 Spline-GARCH Analyses on Currencies