Czech Koruna MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:1.63% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.9987 | 9,987,320.00 | |
| 0.0294 | 294,220.00 | |
| -0.0563 | -563,090.00 | |
| 0.0515 | 45.12 | |
| 0.0782 | 91.24 | |
| 0.7958 | 253.12 |
Estimation Period:
Apr 19, 1993 to Dec 19, 2025
Apr 19, 1993 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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