V-Lab: Czech Koruna AGARCH Volatility Analysis

V-Lab

|

V-Lab

Czech Koruna AGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:8.46% (+0.67%)

Analysis last updated: Friday, January 27, 2023, 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	11.07
$α$	0.0364	22.87
$β$	0.9600	558.78
$γ$	0.0136	1.14

Estimation Period:
Apr 19, 1993 to Jan 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts