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V-Lab

Czech Koruna Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:153.71% (-2.71%)
Analysis last updated: Friday, February 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna SGARCH
paramt-stat
ω0.99873.48
α0.04734.51
β0.949188.16
γ10.02010.32
γ2-0.0365-0.38
γ3-0.0121-0.16
γ40.09061.09
γ5-0.1115-1.05
γ60.04580.45
γ70.03380.40
γ8-0.0617-0.60
γ9-0.1915-0.60
γ101.24471.05
Estimation Period:
Apr 19, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts