Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
8.51%
unchanged at 0.00%
1 Week
8.52%
increased by 0.01%
1 Month
8.56%
increased by 0.05%
Analysis last updated: Friday, April 10, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4378 | 6.87 | |
| 0.0225 | 76.95 | |
| 0.9979 | 3,576.53 | |
| 2.9376 | 86.42 |
Estimation Period:
Apr 19, 1993 to Apr 10, 2026
Apr 19, 1993 to Apr 10, 2026
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