Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:72.10% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1779 | 4.00 | |
| 0.0576 | 4.11 | |
| 0.9410 | 64.32 | |
| -0.0166 | -0.17 | |
| -0.0010 | -0.01 | |
| -0.0001 | -0.00 | |
| 0.0587 | 0.64 | |
| -0.0668 | -0.56 | |
| -0.0012 | -0.01 | |
| 0.1015 | 0.90 | |
| -0.6128 | -1.53 | |
| 1.5942 | 1.49 | |
| -1.6156 | -1.52 |
Estimation Period:
Apr 19, 1993 to Feb 13, 2026
Apr 19, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Czech Koruna Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies