V-Lab: Czech Koruna AGARCH Volatility Analysis

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Czech Koruna AGARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:6.33% (+0.30%)

Analysis last updated: Thursday, November 6, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	11.74
$α$	0.0352	24.17
$β$	0.9607	595.94
$γ$	0.0158	1.37

Estimation Period:
Apr 19, 1993 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts