V-Lab: Hungarian Forint GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Hungarian Forint GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:11.51% (+0.25%)

Analysis last updated: Friday, March 21, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5316	4.82
$α$	0.0201	66.21
$β$	0.9972	2,006.48
$ν$	2.9250	45.12

Estimation Period:
Jun 15, 1993 to Mar 21, 2025