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

V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:7.82% (+0.16%)

Analysis last updated: Friday, July 11, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4421	7.16
$α$	0.0224	76.31
$β$	0.9979	3,898.19
$ν$	2.9339	92.90

Estimation Period:
Apr 19, 1993 to Jul 11, 2025