Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.23% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0961 | 3.32 | |
| 0.0605 | 3.96 | |
| 0.9375 | 58.31 | |
| -0.0087 | -0.11 | |
| -0.0076 | -0.07 | |
| -0.0021 | -0.03 | |
| 0.0599 | 0.69 | |
| -0.0676 | -0.60 | |
| -0.0007 | -0.01 | |
| 0.1029 | 0.95 | |
| -0.6844 | -1.60 | |
| 1.8035 | 1.56 | |
| -1.8241 | -1.58 |
Estimation Period:
Apr 19, 1993 to Feb 6, 2026
Apr 19, 1993 to Feb 6, 2026
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