Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
6.51%
decreased by 0.12%
1 Week
6.53%
decreased by 0.10%
1 Month
6.62%
decreased by 0.01%
Analysis last updated: Monday, July 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4322 | 6.86 | |
| 0.0224 | 77.41 | |
| 0.9979 | 3,589.44 | |
| 2.9346 | 87.11 |
Estimation Period:
Apr 19, 1993 to Jul 3, 2026
Apr 19, 1993 to Jul 3, 2026
Other Czech Koruna Analyses
Other GAS-GARCH Student T Analyses on Currencies