Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.13% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5189 | 4.77 | |
| 0.0197 | 67.32 | |
| 0.9972 | 1,978.64 | |
| 2.9161 | 45.05 |
Estimation Period:
Jun 15, 1993 to Feb 20, 2026
Jun 15, 1993 to Feb 20, 2026
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