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

V-Lab

Hungarian Forint GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:9.14% (+0.33%)

Analysis last updated: Wednesday, July 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5237	4.77
$α$	0.0199	66.38
$β$	0.9972	1,963.01
$ν$	2.9231	44.50

Estimation Period:
Jun 15, 1993 to Jul 25, 2025