Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:199.62% (-6.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8149 | 1.26 | |
| 0.0682 | 3.82 | |
| 0.9295 | 49.73 | |
| -0.0188 | -0.18 | |
| 0.0009 | 0.01 | |
| -0.0003 | -0.00 | |
| 0.0578 | 0.71 | |
| -0.0627 | -0.60 | |
| -0.0067 | -0.06 | |
| 0.1097 | 1.06 | |
| -0.8319 | -1.74 | |
| 2.2420 | 1.68 | |
| -2.2742 | -1.70 |
Estimation Period:
Apr 19, 1993 to Jan 23, 2026
Apr 19, 1993 to Jan 23, 2026
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