Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:4.85% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1715 | 8.83 | |
| 0.0350 | 5.83 | |
| 0.9602 | 141.86 | |
| 0.0001 | 1.13 |
Estimation Period:
Apr 19, 1993 to Jan 2, 2026
Apr 19, 1993 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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