V-Lab: Czech Koruna MF2-GARCH Volatility Analysis

V-Lab

Czech Koruna MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:-0.00% (-1.64%)

Analysis last updated: Sunday, June 15, 2025 at 01:48 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
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0268	268,360.00
$λ_{2}$	0.0023	23,490.00
$λ_{3}$	0.8371	8,370,630.00

Estimation Period:
Apr 19, 1993 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts