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V-Lab

Czech Koruna Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:161.72% (-3.26%)
Analysis last updated: Wednesday, February 4, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna SGARCH
paramt-stat
ω0.98163.26
α0.04954.22
β0.947078.02
γ10.02100.33
γ2-0.0367-0.37
γ3-0.0131-0.17
γ40.09041.08
γ5-0.1098-1.03
γ60.04250.42
γ70.03990.47
γ8-0.0747-0.73
γ9-0.2002-0.61
γ101.34501.08
Estimation Period:
Apr 19, 1993 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts