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

V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:8.58% (+0.19%)

Analysis last updated: Wednesday, June 18, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4461	7.21
$α$	0.0224	76.31
$β$	0.9979	3,960.12
$ν$	2.9361	93.42

Estimation Period:
Apr 19, 1993 to Jun 13, 2025