V-Lab: Czech Koruna MF2-GARCH Volatility Analysis

V-Lab

Czech Koruna MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:0.53% (-2.83%)

Analysis last updated: Thursday, July 10, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.7499	7,499,440.00
$β$	0.0001	560.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.8011	8,010,640.00
$λ_{2}$	0.0015	15,220.00
$λ_{3}$	0.5331	5,331,110.00

Estimation Period:
Apr 19, 1993 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts