Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:7.90% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4365 | 6.93 | |
| 0.0225 | 77.00 | |
| 0.9979 | 3,641.88 | |
| 2.9364 | 87.95 |
Estimation Period:
Apr 19, 1993 to Mar 13, 2026
Apr 19, 1993 to Mar 13, 2026
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