Czech Koruna GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:4.95% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 11.54 | |
| 0.0363 | 16.70 | |
| 0.9609 | 597.56 | |
| -0.0024 | -0.86 |
Estimation Period:
Apr 19, 1993 to Jan 2, 2026
Apr 19, 1993 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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