V-Lab
Czech Koruna MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:3.50% (-16.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.7500 | 7,499,510.00 | |
| 0.0000 | 490.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.4282 | 4,282,270.00 | |
| 0.0015 | 15,120.00 | |
| 0.5333 | 5,333,190.00 |
Estimation Period:
Apr 19, 1993 to Jul 25, 2025
Apr 19, 1993 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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