Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:7.78% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4408 | 7.09 | |
| 0.0223 | 76.34 | |
| 0.9979 | 3,823.46 | |
| 2.9321 | 91.30 |
Estimation Period:
Apr 19, 1993 to Oct 31, 2025
Apr 19, 1993 to Oct 31, 2025
Other Czech Koruna Analyses
Other GAS-GARCH Student T Analyses on Currencies