V-Lab: Czech Koruna GJR-GARCH Volatility Analysis

V-Lab

Czech Koruna GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:7.57% (+0.04%)

Analysis last updated: Wednesday, June 18, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	11.49
$α$	0.0358	16.52
$β$	0.9610	593.97
$γ$	-0.0016	-0.59

Estimation Period:
Apr 19, 1993 to Jun 13, 2025

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Volatility Forecasts

Volatility Forecasts