Skip to main content
V-Lab

Czech Koruna Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:100.81% (-1.27%)
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 SGARCH
paramt-stat
ω1.00613.71
α0.04355.21
β0.9527113.47
γ10.01820.31
γ2-0.0349-0.37
γ3-0.0117-0.16
γ40.09201.14
γ5-0.1158-1.12
γ60.05350.53
γ70.01920.23
γ8-0.0296-0.29
γ9-0.1851-0.64
γ101.05021.05
Estimation Period:
Apr 19, 1993 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts