Czech Koruna AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:6.32% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 11.66 | |
| 0.0354 | 24.23 | |
| 0.9605 | 595.86 | |
| 0.0162 | 1.40 |
Estimation Period:
Apr 19, 1993 to Dec 5, 2025
Apr 19, 1993 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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