Czech Koruna GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.57% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 1.18 | |
| 0.0307 | 2.62 | |
| 0.8824 | 10.56 | |
| -0.0307 | -2.64 |
Estimation Period:
Apr 19, 1993 to Feb 6, 2026
Apr 19, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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