V-Lab: Czech Koruna GJR-GARCH Volatility Analysis

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Czech Koruna GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:5.67% (-0.08%)

Analysis last updated: Sunday, November 23, 2025 at 01:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	11.64
$α$	0.0360	16.65
$β$	0.9609	596.85
$γ$	-0.0022	-0.80

Estimation Period:
Apr 19, 1993 to Nov 21, 2025

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