Czech Koruna Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:77.13% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9918 | 3.66 | |
| 0.0428 | 5.26 | |
| 0.9532 | 117.39 | |
| 0.0090 | 0.20 | |
| -0.0251 | -0.35 | |
| 0.0045 | 0.08 | |
| 0.0551 | 1.18 | |
| -0.1058 | -2.31 | |
| 0.1104 | 1.77 | |
| -0.0788 | -1.07 | |
| -0.1027 | -0.51 | |
| 0.7974 | 1.04 |
Estimation Period:
Apr 19, 1993 to Feb 27, 2026
Apr 19, 1993 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other Czech Koruna Analyses
Other Spline-GARCH Analyses on Currencies