Czech Koruna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:6.38% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4364 | 7.08 | |
| 0.0224 | 76.99 | |
| 0.9979 | 3,823.47 | |
| 2.9337 | 91.83 |
Estimation Period:
Apr 19, 1993 to Dec 19, 2025
Apr 19, 1993 to Dec 19, 2025
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