Czech Koruna Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:5.27% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0998 | 7.82 | |
| 0.0348 | 5.88 | |
| 0.9604 | 144.55 | |
| -0.0004 | -0.67 |
Estimation Period:
Apr 19, 1993 to Dec 5, 2025
Apr 19, 1993 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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