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 Wednesday, June 10th, 2026
1 Day
0.19%
decreased by 2.07%
1 Week
0.21%
decreased by 2.05%
1 Month
0.26%
decreased by 2.00%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.9193 | 9,192,910.00 | |
| 0.0000 | 100.00 | |
| 0.9927 | 9,926,920.00 |
Estimation Period:
Apr 19, 1993 to Jun 5, 2026
Apr 19, 1993 to Jun 5, 2026
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