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

V-Lab

Czech Koruna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:8.33% (+0.34%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4453	7.20
$α$	0.0225	76.24
$β$	0.9979	3,928.91
$ν$	2.9303	94.27

Estimation Period:
Apr 19, 1993 to May 9, 2025