Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
5.78%
decreased by 0.09%
1 Week
5.82%
decreased by 0.05%
1 Month
5.95%
increased by 0.08%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1673 | 8.94 | |
| 0.0350 | 5.92 | |
| 0.9601 | 143.36 | |
| 0.0001 | 1.16 |
Estimation Period:
Apr 19, 1993 to May 22, 2026
Apr 19, 1993 to May 22, 2026
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