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

V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:8.98% (-0.17%)

Analysis last updated: Friday, April 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4451	7.22
$α$	0.0226	76.22
$β$	0.9979	3,960.12
$ν$	2.9438	93.02

Estimation Period:
Apr 19, 1993 to Apr 18, 2025