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, June 22nd, 2026
1 Day
0.42%
decreased by 8.12%
1 Week
4,807,289.04%
increased by 4,807,280.50%
1 Month
1,018,470,087,926,002,700,000,000,000,000,000,000.00%
increased by 1,018,470,087,926,002,700,000,000,000,000,000,000.00%
Analysis last updated: Sunday, June 21, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,560.00 | |
| 0.0000 | 440.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0877 | 87.54 | |
| 0.0244 | 86.81 | |
| 0.4412 | 71.54 |
Estimation Period:
Apr 19, 1993 to Jun 19, 2026
Apr 19, 1993 to Jun 19, 2026
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