V-Lab: Czech Koruna GJR-GARCH Volatility Analysis

V-Lab

Czech Koruna GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:7.37% (-0.12%)

Analysis last updated: Monday, June 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	11.53
$α$	0.0359	16.54
$β$	0.9610	594.31
$γ$	-0.0017	-0.62

Estimation Period:
Apr 19, 1993 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts