Czech Koruna GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:8.78% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 2.82 | |
| 0.0341 | 13.63 | |
| 0.9539 | 94.11 | |
| -0.0341 | -13.72 |
Estimation Period:
Apr 19, 1993 to Mar 6, 2026
Apr 19, 1993 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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