V-Lab: Czech Koruna EGARCH Volatility Analysis

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Czech Koruna EGARCH Volatility Analysis

Volatility Prediction for Wednesday, December 17th, 2025:5.76% (-0.07%)

Analysis last updated: Tuesday, December 16, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0006	1.10
$α$	0.0901	23.76
$β$	0.9929	1,630.43
$γ$	0.0017	0.89

Estimation Period:
Apr 19, 1993 to Dec 12, 2025

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