Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:7.71% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4440 | 7.01 | |
| 0.0223 | 77.55 | |
| 0.9979 | 3,737.45 | |
| 2.8967 | 94.81 |
Estimation Period:
Apr 19, 1993 to Feb 27, 2026
Apr 19, 1993 to Feb 27, 2026
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