Czech Koruna GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
7.32%
decreased by 0.12%
1 Week
7.34%
decreased by 0.10%
1 Month
7.42%
decreased by 0.02%
Analysis last updated: Friday, April 3, 2026 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 11.84 | |
| 0.0364 | 16.81 | |
| 0.9607 | 602.34 | |
| -0.0025 | -0.90 |
Estimation Period:
Apr 19, 1993 to Apr 3, 2026
Apr 19, 1993 to Apr 3, 2026
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