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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7837	0.01
α ARCH Response to squared shocks	0.4342	0.00
β GARCH Volatility persistence	0.5581	0.01
ν DF Student-t tail thickness	7.9953	0.00

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Hungarian Forint GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hungarian Forint Analyses