Czech Koruna GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:5.86% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 11.61 | |
| 0.0361 | 16.66 | |
| 0.9609 | 596.84 | |
| -0.0022 | -0.81 |
Estimation Period:
Apr 19, 1993 to Dec 12, 2025
Apr 19, 1993 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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