V-Lab: Czech Koruna Spline-GARCH Volatility Analysis

V-Lab

Czech Koruna Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:5.99% (-0.08%)

Analysis last updated: Monday, July 14, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1023	7.75
$α$	0.0352	5.84
$β$	0.9601	142.61
$γ_{1}$	-0.0004	-0.65

Estimation Period:
Apr 19, 1993 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts