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V-Lab

Czech Koruna Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:77.13% (-0.56%)
Analysis last updated: Wednesday, March 4, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna SGARCH
paramt-stat
ω0.99183.66
α0.04285.26
β0.9532117.39
γ10.00900.20
γ2-0.0251-0.35
γ30.00450.08
γ40.05511.18
γ5-0.1058-2.31
γ60.11041.77
γ7-0.0788-1.07
γ8-0.1027-0.51
γ90.79741.04
Estimation Period:
Apr 19, 1993 to Feb 27, 2026
Impact of return on volatility tomorrow
Volatility Forecasts