US Dollar to Czech Koruna GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.05% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 1.88 | |
| 0.0372 | 8.36 | |
| 0.9281 | 31.99 | |
| -0.0372 | -8.48 |
Estimation Period:
Apr 19, 1993 to Feb 20, 2026
Apr 19, 1993 to Feb 20, 2026
News Impact Curve
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