V-Lab: Czech Koruna EGARCH Volatility Analysis

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V-Lab

Czech Koruna EGARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:7.81% (+0.10%)

Analysis last updated: Friday, October 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0006	1.09
$α$	0.0896	23.64
$β$	0.9929	1,630.39
$γ$	0.0018	0.95

Estimation Period:
Apr 19, 1993 to Oct 17, 2025

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Volatility Forecasts