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{name} Model Equation

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Param	Value	t-stat
ωconst	0.4283	1.72*
αARCH	0.0225	19.42***
βGARCH	0.9979	907.17***
νDF	2.9406	21.84***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4283	1.72*
α ARCH Response to squared shocks	0.0225	19.42***
β GARCH Volatility persistence	0.9979	907.17***
ν DF Student-t tail thickness	2.9406	21.84***

V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Czech Koruna Analyses