Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
8.87%
decreased by 0.18%
1 Week
8.88%
decreased by 0.17%
1 Month
8.91%
decreased by 0.14%
Analysis last updated: Friday, April 3, 2026 at 08:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4373 | 6.85 | |
| 0.0226 | 76.95 | |
| 0.9978 | 3,563.74 | |
| 2.9459 | 85.25 |
Estimation Period:
Apr 19, 1993 to Apr 3, 2026
Apr 19, 1993 to Apr 3, 2026
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