Czech Koruna GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
7.40%
decreased by 0.13%
1 Week
7.42%
decreased by 0.11%
1 Month
7.50%
decreased by 0.03%
Analysis last updated: Sunday, March 29, 2026 at 01:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 11.98 | |
| 0.0353 | 24.29 | |
| 0.9606 | 596.62 |
Estimation Period:
Apr 19, 1993 to Mar 27, 2026
Apr 19, 1993 to Mar 27, 2026
Other Czech Koruna Analyses
Other GARCH Analyses on Currencies