Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:8.94% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4448 | 7.12 | |
| 0.0223 | 76.36 | |
| 0.9979 | 3,853.00 | |
| 2.9294 | 92.05 |
Estimation Period:
Apr 19, 1993 to Oct 10, 2025
Apr 19, 1993 to Oct 10, 2025
Other Czech Koruna Analyses
Other GAS-GARCH Student T Analyses on Currencies