Czech Koruna GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.43%
decreased by 0.08%
1 Week
5.48%
decreased by 0.03%
1 Month
5.65%
increased by 0.14%
Analysis last updated: Sunday, June 14, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 11.72 | |
| 0.0365 | 16.86 | |
| 0.9608 | 603.87 | |
| -0.0029 | -1.04 |
Estimation Period:
Apr 19, 1993 to Jun 12, 2026
Apr 19, 1993 to Jun 12, 2026
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