V-Lab: Czech Koruna MF2-GARCH Volatility Analysis

V-Lab

Czech Koruna MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:2.10% (+1.93%)

Analysis last updated: Monday, June 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.7499	7,499,220.00
$β$	0.0001	780.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0895	894,570.00
$λ_{2}$	0.0044	43,530.00
$λ_{3}$	0.4756	4,756,010.00

Estimation Period:
Apr 19, 1993 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts