V-Lab: Czech Koruna GJR-GARCH Volatility Analysis

V-Lab

Czech Koruna GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:11.19% (-0.21%)

Analysis last updated: Friday, April 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	11.42
$α$	0.0358	16.51
$β$	0.9611	594.35
$γ$	-0.0013	-0.47

Estimation Period:
Apr 19, 1993 to Apr 18, 2025

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