Czech Koruna AGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:6.04% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 11.52 | |
| 0.0355 | 24.27 | |
| 0.9605 | 596.97 | |
| 0.0153 | 1.33 |
Estimation Period:
Apr 19, 1993 to Jan 16, 2026
Apr 19, 1993 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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