Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
8.06%
increased by 0.26%
1 Week
8.08%
increased by 0.28%
1 Month
8.12%
increased by 0.32%
Analysis last updated: Friday, May 1, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4354 | 6.86 | |
| 0.0225 | 77.06 | |
| 0.9979 | 3,576.54 | |
| 2.9405 | 86.07 |
Estimation Period:
Apr 19, 1993 to May 1, 2026
Apr 19, 1993 to May 1, 2026
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