V-Lab: Czech Koruna Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Czech Koruna Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:7.48% (-0.12%)

Analysis last updated: Friday, September 19, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1552	8.77
$α$	0.0347	5.83
$β$	0.9605	142.76
$γ_{1}$	0.0001	0.94

Estimation Period:
Apr 19, 1993 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts