V-Lab: Czech Koruna GJR-GARCH Volatility Analysis

V-Lab

Czech Koruna GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:7.32% (-0.07%)

Analysis last updated: Wednesday, July 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	11.59
$α$	0.0364	16.68
$β$	0.9605	592.54
$γ$	-0.0021	-0.75

Estimation Period:
Apr 19, 1993 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts