V-Lab: Czech Koruna EGARCH Volatility Analysis

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V-Lab

Czech Koruna EGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:8.03% (+0.20%)

Analysis last updated: Friday, January 27, 2023, 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0009	1.74
$α$	0.0928	22.66
$β$	0.9929	1571.00
$γ$	0.0022	1.13

Estimation Period:
Apr 19, 1993 to Jan 27, 2023

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Volatility Forecasts