Czech Koruna MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 6th, 2026
1 Day
0.75%
decreased by 2.84%
1 Week
1.27%
decreased by 2.32%
1 Month
2.19%
decreased by 1.40%
Analysis last updated: Friday, April 3, 2026 at 08:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7599 | 7,599,010.00 | |
| 0.0000 | 100.00 | |
| 0.4802 | 4,801,780.00 | |
| 0.0281 | 2.29 | |
| 0.3000 | 20.37 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 19, 1993 to Apr 3, 2026
Apr 19, 1993 to Apr 3, 2026
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