V-Lab: Czech Koruna APARCH Volatility Analysis

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Czech Koruna APARCH Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2025:6.46% (-0.07%)

Analysis last updated: Tuesday, October 28, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	10.23
$α$	0.0391	20.45
$β$	0.9609	542.27
$γ$	-0.0263	-2.02
$δ$	1.6593	41.04

Estimation Period:
Apr 19, 1993 to Oct 24, 2025

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