V-Lab
V-Lab
Czech Koruna GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:6.64% (-0.08%)

Analysis last updated: Monday, January 13, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna GARCH
paramt-stat
ω0.001411.44
α0.034923.46
β0.9613586.14
Estimation Period:
Apr 19, 1993 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts