Czech Koruna AGARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
7.79%
increased by 1.16%
1 Week
7.81%
increased by 1.18%
1 Month
7.87%
increased by 1.24%
Analysis last updated: Tuesday, May 5, 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 | 11.92 | |
| 0.0354 | 24.54 | |
| 0.9605 | 602.57 | |
| 0.0127 | 1.11 |
Estimation Period:
Apr 19, 1993 to May 1, 2026
Apr 19, 1993 to May 1, 2026
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