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Czech Koruna Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:72.10% (-1.00%)
Analysis last updated: Wednesday, February 18, 2026 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Czech Koruna S0GARCH
paramt-stat
ω1.17794.00
α0.05764.11
β0.941064.32
γ1-0.0166-0.17
γ2-0.0010-0.01
γ3-0.0001-0.00
γ40.05870.64
γ5-0.0668-0.56
γ6-0.0012-0.01
γ70.10150.90
γ8-0.6128-1.53
γ91.59421.49
γ10-1.6156-1.52
Estimation Period:
Apr 19, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts