Czech Koruna Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:153.71% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9987 | 3.48 | |
| 0.0473 | 4.51 | |
| 0.9491 | 88.16 | |
| 0.0201 | 0.32 | |
| -0.0365 | -0.38 | |
| -0.0121 | -0.16 | |
| 0.0906 | 1.09 | |
| -0.1115 | -1.05 | |
| 0.0458 | 0.45 | |
| 0.0338 | 0.40 | |
| -0.0617 | -0.60 | |
| -0.1915 | -0.60 | |
| 1.2447 | 1.05 |
Estimation Period:
Apr 19, 1993 to Feb 6, 2026
Apr 19, 1993 to Feb 6, 2026
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