V-Lab: Czech Koruna APARCH Volatility Analysis

V-Lab

Czech Koruna APARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:9.04% (-0.16%)

Analysis last updated: Friday, May 16, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	10.13
$α$	0.0392	20.32
$β$	0.9608	538.24
$γ$	-0.0199	-1.53
$δ$	1.6671	40.89

Estimation Period:
Apr 19, 1993 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts