Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.87% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4487 | 6.96 | |
| 0.0224 | 77.42 | |
| 0.9979 | 3,668.66 | |
| 2.8869 | 94.68 |
Estimation Period:
Apr 19, 1993 to Feb 6, 2026
Apr 19, 1993 to Feb 6, 2026
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