V-Lab: Czech Koruna AGARCH Volatility Analysis

V-Lab

Czech Koruna AGARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:6.38% (+0.07%)

Analysis last updated: Thursday, July 17, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	11.71
$α$	0.0356	24.11
$β$	0.9604	591.37
$γ$	0.0159	1.38

Estimation Period:
Apr 19, 1993 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts