Czech Koruna MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.93% (-4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7488 | 7,487,690.00 | |
| 0.0012 | 12,310.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1557 | 1,557,150.00 | |
| 0.0000 | 100.00 | |
| 0.9984 | 9,983,620.00 |
Estimation Period:
Apr 19, 1993 to Feb 6, 2026
Apr 19, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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