V-Lab: Czech Koruna MF2-GARCH Volatility Analysis

V-Lab

Czech Koruna MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:0.76% (-6.07%)

Analysis last updated: Friday, April 18, 2025 at 07:11 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	264,800.00
$λ_{2}$	0.0024	24,010.00
$λ_{3}$	0.8388	8,387,990.00

Estimation Period:
Apr 19, 1993 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts