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

V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:7.63% (+0.37%)

Analysis last updated: Thursday, July 31, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4405	7.14
$α$	0.0225	76.50
$β$	0.9979	3,867.95
$ν$	2.9331	92.79

Estimation Period:
Apr 19, 1993 to Jul 25, 2025