Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:7.62% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5205 | 4.77 | |
| 0.0198 | 66.89 | |
| 0.9972 | 1,970.80 | |
| 2.9182 | 44.89 |
Estimation Period:
Jun 15, 1993 to Nov 28, 2025
Jun 15, 1993 to Nov 28, 2025
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