Czech Koruna EGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:5.71% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 1.09 | |
| 0.0900 | 23.73 | |
| 0.9929 | 1,630.42 | |
| 0.0017 | 0.88 |
Estimation Period:
Apr 19, 1993 to Nov 28, 2025
Apr 19, 1993 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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