V-Lab: Czech Koruna APARCH Volatility Analysis

V-Lab

|

V-Lab

Czech Koruna APARCH Volatility Analysis

Volatility Prediction for Monday, December 4th, 2023:8.45% (-0.17%)

Analysis last updated: Sunday, December 3, 2023 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	9.87
$α$	0.0396	19.78
$β$	0.9604	522.22
$γ$	-0.0283	-2.14
$δ$	1.6775	40.55

Estimation Period:
Apr 19, 1993 to Dec 1, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts