Czech Koruna Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.38%
decreased by 0.08%
1 Week
5.40%
decreased by 0.06%
1 Month
5.48%
increased by 0.02%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1002 | 7.96 | |
| 0.0351 | 5.99 | |
| 0.9600 | 145.49 | |
| -0.0004 | -0.74 |
Estimation Period:
Apr 19, 1993 to Jun 5, 2026
Apr 19, 1993 to Jun 5, 2026
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