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

V-Lab

Hungarian Forint GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:10.57% (-0.03%)

Analysis last updated: Tuesday, July 1, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5295	4.83
$α$	0.0198	66.23
$β$	0.9972	2,018.71
$ν$	2.9213	45.27

Estimation Period:
Jun 15, 1993 to Jun 27, 2025