Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.99%
decreased by 0.09%
1 Week
6.02%
decreased by 0.06%
1 Month
6.14%
increased by 0.06%
Analysis last updated: Monday, July 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1668 | 8.98 | |
| 0.0349 | 5.93 | |
| 0.9601 | 143.64 | |
| 0.0001 | 1.16 |
Estimation Period:
Apr 19, 1993 to Jul 3, 2026
Apr 19, 1993 to Jul 3, 2026
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