V-Lab
V-Lab
Czech Koruna GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:7.70% (-0.13%)

Analysis last updated: Friday, September 22, 2023 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna GARCH
paramt-stat
ω0.001411.30
α0.036023.07
β0.9603565.54
Estimation Period:
Apr 19, 1993 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts