V-Lab: Czech Koruna Spline-GARCH Volatility Analysis

V-Lab

Czech Koruna Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:7.33% (+0.04%)

Analysis last updated: Wednesday, June 18, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1083	7.73
$α$	0.0350	5.80
$β$	0.9604	142.53
$γ_{1}$	-0.0004	-0.55

Estimation Period:
Apr 19, 1993 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts