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

V-Lab

Czech Koruna Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:7.53% (-0.12%)

Analysis last updated: Friday, August 1, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1565	8.75
$α$	0.0348	5.80
$β$	0.9604	142.12
$γ_{1}$	0.0001	0.95

Estimation Period:
Apr 19, 1993 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts