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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0007	0.35
αARCH	0.0903	6.07***
βGARCH	0.9931	424.60***
γleverage	0.0019	0.26

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0007	0.35
α ARCH Response to squared shocks	0.0903	6.07***
β GARCH Volatility persistence	0.9931	424.60***
γ leverage Additional response to negative shocks	0.0019	0.26

V-Lab

Czech Koruna EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Czech Koruna Analyses