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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0954	7.98***
αARCH	0.0347	6.00***
βGARCH	0.9604	147.28***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0954	7.98***
α ARCH Response to squared shocks	0.0347	6.00***
β GARCH Volatility persistence	0.9604	147.28***

V-Lab

Czech Koruna Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Czech Koruna Analyses