Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:6.71% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4380 | 7.07 | |
| 0.0224 | 76.62 | |
| 0.9979 | 3,808.85 | |
| 2.9308 | 91.73 |
Estimation Period:
Apr 19, 1993 to Nov 28, 2025
Apr 19, 1993 to Nov 28, 2025
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