V-Lab: Czech Koruna GAS-GARCH Student T Volatility Analysis

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V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:7.50% (-0.16%)

Analysis last updated: Thursday, April 25, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4485	7.40
$α$	0.0230	76.06
$β$	0.9980	4123.88
$ν$	3	97.19

Estimation Period:
Apr 19, 1993 to Apr 19, 2024