Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:11.77% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5263 | 4.66 | |
| 0.0198 | 66.53 | |
| 0.9972 | 1,877.88 | |
| 2.9050 | 43.80 |
Estimation Period:
Jun 15, 1993 to Mar 6, 2026
Jun 15, 1993 to Mar 6, 2026
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