Czech Koruna APARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
5.76%
increased by 0.01%
1 Week
5.81%
increased by 0.06%
1 Month
6.02%
increased by 0.27%
Analysis last updated: Wednesday, June 17, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 10.41 | |
| 0.0394 | 20.95 | |
| 0.9606 | 551.11 | |
| -0.0295 | -2.30 | |
| 1.6662 | 41.76 |
Estimation Period:
Apr 19, 1993 to Jun 12, 2026
Apr 19, 1993 to Jun 12, 2026
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