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Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.23% (-2.38%)
Analysis last updated: Sunday, February 8, 2026 at 02:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna S0GARCH
paramt-stat
ω1.09613.32
α0.06053.96
β0.937558.31
γ1-0.0087-0.11
γ2-0.0076-0.07
γ3-0.0021-0.03
γ40.05990.69
γ5-0.0676-0.60
γ6-0.0007-0.01
γ70.10290.95
γ8-0.6844-1.60
γ91.80351.56
γ10-1.8241-1.58
Estimation Period:
Apr 19, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts