Czech Koruna MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 27th, 2026
1 Day
5.24%
decreased by 3.48%
1 Week
5.97%
decreased by 2.75%
1 Month
8.03%
decreased by 0.69%
Analysis last updated: Friday, April 24, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0600 | 600,350.00 | |
| -0.1200 | -1,200,500.00 | |
| 0.0241 | 10.60 | |
| 0.2169 | 35.98 | |
| 0.6789 | 55.72 |
Estimation Period:
Apr 19, 1993 to Apr 24, 2026
Apr 19, 1993 to Apr 24, 2026
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