US Dollar to Czech Koruna GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
5.80%
decreased by 0.07%
1 Week
5.84%
decreased by 0.03%
1 Month
5.99%
increased by 0.12%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 11.74 | |
| 0.0366 | 16.89 | |
| 0.9608 | 604.63 | |
| -0.0030 | -1.08 |
Estimation Period:
Apr 19, 1993 to Jun 5, 2026
Apr 19, 1993 to Jun 5, 2026
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