V-Lab: Czech Koruna MF2-GARCH Volatility Analysis

V-Lab

Czech Koruna MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:1.03% (-0.18%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0265	265,330.00
$λ_{2}$	0.0024	23,950.00
$λ_{3}$	0.8462	8,461,640.00

Estimation Period:
Apr 19, 1993 to May 9, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts