V-Lab: Czech Koruna GJR-GARCH Volatility Analysis

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V-Lab

Czech Koruna GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, December 1st, 2023:8.77% (-0.08%)

Analysis last updated: Thursday, November 30, 2023 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	11.12
$α$	0.0368	16.38
$β$	0.9607	576.97
$γ$	-0.0023	-0.82

Estimation Period:
Apr 19, 1993 to Nov 24, 2023

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Volatility Forecasts