V-Lab
V-Lab
Czech Koruna AGARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:6.97% (+0.31%)

Analysis last updated: Friday, July 26, 2024 at 07:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna AGARCH
paramt-stat
ω0.001411.27
α0.035523.60
β0.9606582.91
γ0.01711.45
Estimation Period:
Apr 19, 1993 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts