V-Lab
V-Lab
Czech Koruna GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:9.52% (-0.16%)
Analysis last updated: Friday, May 16, 2025 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna GARCH
paramt-stat
ω0.001411.61
α0.035123.75
β0.9611590.36
Estimation Period:
Apr 19, 1993 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts