Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.24%
decreased by 0.14%
1 Week
6.26%
decreased by 0.12%
1 Month
6.36%
decreased by 0.02%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4315 | 6.89 | |
| 0.0226 | 77.49 | |
| 0.9979 | 3,615.47 | |
| 2.9393 | 87.35 |
Estimation Period:
Apr 19, 1993 to Jun 12, 2026
Apr 19, 1993 to Jun 12, 2026
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