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

V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:8.30% (-0.08%)

Analysis last updated: Friday, August 29, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4454	7.14
$α$	0.0223	76.70
$β$	0.9979	3,867.94
$ν$	2.9189	93.93

Estimation Period:
Apr 19, 1993 to Aug 29, 2025