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

V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, October 6th, 2025:8.47% (-0.10%)

Analysis last updated: Friday, October 3, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4438	7.11
$α$	0.0223	76.59
$β$	0.9979	3,853.00
$ν$	2.9265	92.40

Estimation Period:
Apr 19, 1993 to Oct 3, 2025