V-Lab: Czech Koruna EGARCH Volatility Analysis

V-Lab

Czech Koruna EGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:7.04% (-0.18%)

Analysis last updated: Friday, July 4, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	1.32
$α$	0.0905	23.63
$β$	0.9929	1,622.45
$γ$	0.0015	0.78

Estimation Period:
Apr 19, 1993 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts