Czech Koruna MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:1.39% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7498 | 7,498,460.00 | |
| 0.0002 | 1,540.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2414 | 2,413,720.00 | |
| 0.0270 | 270,040.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Apr 19, 1993 to Oct 18, 2025
Apr 19, 1993 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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