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 Tuesday, March 11th, 2025:9.96% (-0.23%)

Analysis last updated: Monday, March 10, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4445	7.24
$α$	0.0228	75.73
$β$	0.9980	4007.85
$ν$	3	90.46

Estimation Period:
Apr 19, 1993 to Mar 7, 2025