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 1st, 2025:8.04% (-0.12%)

Analysis last updated: Friday, August 29, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1554	8.74
$α$	0.0348	5.83
$β$	0.9605	142.76
$γ_{1}$	0.0001	0.92

Estimation Period:
Apr 19, 1993 to Aug 29, 2025

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Volatility Forecasts

Volatility Forecasts