V-Lab: Czech Koruna EGARCH Volatility Analysis

V-Lab

Czech Koruna EGARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:7.49% (-0.23%)

Analysis last updated: Monday, September 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0006	1.14
$α$	0.0899	23.66
$β$	0.9929	1,627.68
$γ$	0.0017	0.92

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts