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

V-Lab

Hungarian Forint GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:10.60% (-0.20%)

Analysis last updated: Friday, April 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5320	4.82
$α$	0.0199	66.36
$β$	0.9972	2,002.46
$ν$	2.9118	45.82

Estimation Period:
Jun 15, 1993 to Apr 18, 2025