Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:7.71% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4494 | 6.98 | |
| 0.0224 | 77.38 | |
| 0.9979 | 3,682.22 | |
| 2.8833 | 95.58 |
Estimation Period:
Apr 19, 1993 to Jan 30, 2026
Apr 19, 1993 to Jan 30, 2026
Other Czech Koruna Analyses
Other GAS-GARCH Student T Analyses on Currencies