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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0021	2.62***
αARCH	0.0392	5.25***
βGARCH	0.9608	139.39***
γleverage	-0.0280	-0.55
δpower	1.6724	10.49***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0021	2.62***
α ARCH Response to squared shocks	0.0392	5.25***
β GARCH Volatility persistence	0.9608	139.39***
γ leverage Additional response to negative shocks	-0.0280	-0.55
δ power Transformation power	1.6724	10.49***

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Czech Koruna APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Czech Koruna Analyses