US Dollar to Czech Koruna MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, July 6th, 2026
1 Day
-0.00%
decreased by 0.14%
1 Week
0.04%
decreased by 0.10%
1 Month
0.02%
decreased by 0.12%
Analysis last updated: Friday, July 3, 2026 at 07:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.7500 | 7,499,600.00 | |
| 0.0000 | 400.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.6603 | 6,602,900.00 | |
| 0.0013 | 12,530.00 | |
| 0.5614 | 5,613,530.00 |
Estimation Period:
Apr 19, 1993 to Jul 3, 2026
Apr 19, 1993 to Jul 3, 2026
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