Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
5.62%
unchanged at 0.00%
1 Week
5.65%
increased by 0.03%
1 Month
5.79%
increased by 0.17%
Analysis last updated: Wednesday, June 17, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1706 | 8.96 | |
| 0.0350 | 5.92 | |
| 0.9600 | 143.18 | |
| 0.0001 | 1.19 |
Estimation Period:
Apr 19, 1993 to Jun 12, 2026
Apr 19, 1993 to Jun 12, 2026
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