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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0014	2.97***
αARCH	0.0353	6.17***
βGARCH	0.9607	152.76***
γleverage	0.0154	0.34

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0014	2.97***
α ARCH Response to squared shocks	0.0353	6.17***
β GARCH Volatility persistence	0.9607	152.76***
γ leverage Additional response to negative shocks	0.0154	0.34

V-Lab

Czech Koruna AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Czech Koruna Analyses