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

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V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:8.95% (-0.20%)

Analysis last updated: Friday, September 22, 2023 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4513	7.56
$α$	0.0233	75.19
$β$	0.9980	4301.77
$ν$	3	96.90

Estimation Period:
Apr 19, 1993 to Sep 22, 2023