V-Lab: Czech Koruna MF2-GARCH Volatility Analysis

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Czech Koruna MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:2.95% (-1.05%)

Analysis last updated: Friday, December 5, 2025 at 07:14 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
$β$	0.0600	600,350.00
$γ$	-0.1201	-1,200,500.00
$λ_{1}$	0.0247	10.61
$λ_{2}$	0.2170	35.12
$λ_{3}$	0.6746	53.80

Estimation Period:
Apr 19, 1993 to Dec 5, 2025

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