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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0015	11.92***
α ARCH Response to squared shocks	0.0354	24.63***
β GARCH Volatility persistence	0.9605	604.46***
γ leverage Additional response to negative shocks	0.0132	1.16

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US Dollar to Czech Koruna AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Czech Koruna Analyses