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

V-Lab

Hungarian Forint GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:9.27% (-0.05%)

Analysis last updated: Thursday, July 17, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5258	4.80
$α$	0.0198	66.30
$β$	0.9972	1,990.47
$ν$	2.9222	44.81

Estimation Period:
Jun 15, 1993 to Jul 11, 2025