US Dollar to Czech Koruna EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.60%
increased by 0.05%
1 Week
5.69%
increased by 0.14%
1 Month
6.04%
increased by 0.49%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 1.17 | |
| 0.0904 | 24.29 | |
| 0.9930 | 1,677.34 | |
| 0.0020 | 1.09 |
Estimation Period:
Apr 19, 1993 to Jun 12, 2026
Apr 19, 1993 to Jun 12, 2026
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