Czech Koruna GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:9.41% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 2.27 | |
| 0.0365 | 11.77 | |
| 0.9423 | 53.06 | |
| -0.0365 | -11.87 |
Estimation Period:
Apr 19, 1993 to Feb 27, 2026
Apr 19, 1993 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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