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, June 15th, 2026
1 Day
0.21%
decreased by 0.15%
1 Week
0.17%
decreased by 0.19%
1 Month
0.10%
decreased by 0.26%
Analysis last updated: Sunday, June 14, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,660.00 | |
| 0.0000 | 340.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0855 | 87.59 | |
| 0.0247 | 86.02 | |
| 0.4486 | 72.51 |
Estimation Period:
Apr 19, 1993 to Jun 12, 2026
Apr 19, 1993 to Jun 12, 2026
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