Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.00% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5181 | 4.78 | |
| 0.0198 | 67.26 | |
| 0.9972 | 1,990.50 | |
| 2.9187 | 45.20 |
Estimation Period:
Jun 15, 1993 to Feb 6, 2026
Jun 15, 1993 to Feb 6, 2026
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