V-Lab
V-Lab
Czech Koruna GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:10.58% (-0.17%)

Analysis last updated: Tuesday, March 21, 2023, 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna GARCH
paramt-stat
ω0.001411.14
α0.036322.78
β0.9603559.28
Estimation Period:
Apr 19, 1993 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts