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Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:199.62% (-6.27%)
Analysis last updated: Monday, January 26, 2026 at 07:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna S0GARCH
paramt-stat
ω0.81491.26
α0.06823.82
β0.929549.73
γ1-0.0188-0.18
γ20.00090.01
γ3-0.0003-0.00
γ40.05780.71
γ5-0.0627-0.60
γ6-0.0067-0.06
γ70.10971.06
γ8-0.8319-1.74
γ92.24201.68
γ10-2.2742-1.70
Estimation Period:
Apr 19, 1993 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts