Czech Koruna GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:7.40% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 11.59 | |
| 0.0359 | 16.63 | |
| 0.9611 | 598.47 | |
| -0.0023 | -0.85 |
Estimation Period:
Apr 19, 1993 to Oct 10, 2025
Apr 19, 1993 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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