Czech Koruna Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:161.72% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9816 | 3.26 | |
| 0.0495 | 4.22 | |
| 0.9470 | 78.02 | |
| 0.0210 | 0.33 | |
| -0.0367 | -0.37 | |
| -0.0131 | -0.17 | |
| 0.0904 | 1.08 | |
| -0.1098 | -1.03 | |
| 0.0425 | 0.42 | |
| 0.0399 | 0.47 | |
| -0.0747 | -0.73 | |
| -0.2002 | -0.61 | |
| 1.3450 | 1.08 |
Estimation Period:
Apr 19, 1993 to Jan 30, 2026
Apr 19, 1993 to Jan 30, 2026
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