Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:7.32% (-0.11%)
Parameter Estimates
param | t-stat | |
---|---|---|
1.1549 | 8.78 | |
0.0347 | 5.82 | |
0.9605 | 142.81 | |
0.0001 | 0.95 |
Estimation Period:
Apr 19, 1993 to Oct 10, 2025
Apr 19, 1993 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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