V-Lab: Czech Koruna AGARCH Volatility Analysis

V-Lab

Czech Koruna AGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:7.15% (-0.11%)

Analysis last updated: Friday, July 4, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	11.65
$α$	0.0355	24.07
$β$	0.9605	592.55
$γ$	0.0170	1.48

Estimation Period:
Apr 19, 1993 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts