V-Lab: Czech Koruna GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Czech Koruna GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:7.33% (+0.01%)

Analysis last updated: Tuesday, February 4, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	11.28
$α$	0.0355	16.45
$β$	0.9614	591.99
$γ$	-0.0017	-0.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts