Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
7.04%
decreased by 0.16%
1 Week
7.06%
decreased by 0.14%
1 Month
7.13%
decreased by 0.07%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4327 | 6.86 | |
| 0.0225 | 77.03 | |
| 0.9979 | 3,576.56 | |
| 2.9418 | 86.16 |
Estimation Period:
Apr 19, 1993 to May 22, 2026
Apr 19, 1993 to May 22, 2026
Other Czech Koruna Analyses
Other GAS-GARCH Student T Analyses on Currencies