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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0014	11.73***
α ARCH Response to squared shocks	0.0363	16.87***
β GARCH Volatility persistence	0.9609	607.41***
γ leverage Additional response to negative shocks	-0.0027	-0.99

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US Dollar to Czech Koruna GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Czech Koruna Analyses