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

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V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:8.08% (-0.13%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4399	7.25
$α$	0.0227	75.80
$β$	0.9980	3991.83
$ν$	3	91.55

Estimation Period:
Apr 19, 1993 to Dec 20, 2024