Czech Koruna AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
7.58%
increased by 1.28%
1 Week
7.60%
increased by 1.30%
1 Month
7.67%
increased by 1.37%
Analysis last updated: Friday, May 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 11.90 | |
| 0.0354 | 24.53 | |
| 0.9605 | 602.18 | |
| 0.0123 | 1.07 |
Estimation Period:
Apr 19, 1993 to May 15, 2026
Apr 19, 1993 to May 15, 2026
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