Czech Koruna GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
7.14%
decreased by 0.10%
1 Week
7.16%
decreased by 0.08%
1 Month
7.25%
increased by 0.01%
Analysis last updated: Friday, April 24, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 11.83 | |
| 0.0364 | 16.81 | |
| 0.9609 | 604.70 | |
| -0.0028 | -1.01 |
Estimation Period:
Apr 19, 1993 to Apr 24, 2026
Apr 19, 1993 to Apr 24, 2026
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