V-Lab: Czech Koruna GJR-GARCH Volatility Analysis

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V-Lab

Czech Koruna GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:7.53% (-0.12%)

Analysis last updated: Friday, December 20, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	11.37
$α$	0.0357	16.49
$β$	0.9613	590.83
$γ$	-0.0018	-0.66

Estimation Period:
Apr 19, 1993 to Dec 20, 2024

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Volatility Forecasts