Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:5.98% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4357 | 7.11 | |
| 0.0225 | 77.34 | |
| 0.9979 | 3,853.04 | |
| 2.9340 | 92.85 |
Estimation Period:
Apr 19, 1993 to Jan 9, 2026
Apr 19, 1993 to Jan 9, 2026
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