V-Lab: Czech Koruna MF2-GARCH Volatility Analysis

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Czech Koruna MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:-0.00% (-2.13%)

Analysis last updated: Friday, October 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.8803	8,803,370.00
$β$	0.0000	100.00
$γ$	0.2393	2,393,060.00
$λ_{1}$	0.1134	11.91
$λ_{2}$	0.1449	11.70
$λ_{3}$	0.0000	0.00

Estimation Period:
Apr 19, 1993 to Oct 24, 2025

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