V-Lab: Czech Koruna GJR-GARCH Volatility Analysis

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Czech Koruna GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:6.18% (-0.10%)

Analysis last updated: Sunday, November 2, 2025 at 02:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	11.58
$α$	0.0359	16.63
$β$	0.9611	597.30
$γ$	-0.0023	-0.81

Estimation Period:
Apr 19, 1993 to Oct 31, 2025

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