V-Lab: Czech Koruna GJR-GARCH Volatility Analysis

V-Lab

Czech Koruna GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:9.00% (+0.28%)

Analysis last updated: Friday, May 30, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	11.51
$α$	0.0357	16.50
$β$	0.9611	595.13
$γ$	-0.0015	-0.55

Estimation Period:
Apr 19, 1993 to May 30, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts