Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.21% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4456 | 7.00 | |
| 0.0223 | 77.53 | |
| 0.9979 | 3,709.64 | |
| 2.8922 | 95.05 |
Estimation Period:
Apr 19, 1993 to Feb 20, 2026
Apr 19, 1993 to Feb 20, 2026
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