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

V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:9.46% (+0.38%)

Analysis last updated: Friday, May 30, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4479	7.22
$α$	0.0225	76.17
$β$	0.9980	3,975.90
$ν$	2.9349	93.91

Estimation Period:
Apr 19, 1993 to May 30, 2025