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

V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:8.58% (-0.16%)

Analysis last updated: Monday, June 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4451	7.20
$α$	0.0224	76.20
$β$	0.9979	3,944.45
$ν$	2.9355	93.23

Estimation Period:
Apr 19, 1993 to Jun 27, 2025