Czech Koruna MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:6.36% (-7.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0144 | 144,220.00 | |
| -0.0288 | -288,240.00 | |
| 0.0248 | 34.49 | |
| 0.0242 | 179.55 | |
| 0.8301 | 825.18 |
Estimation Period:
Apr 19, 1993 to Mar 13, 2026
Apr 19, 1993 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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