Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:7.75% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5179 | 4.77 | |
| 0.0198 | 67.11 | |
| 0.9972 | 1,974.71 | |
| 2.9237 | 44.64 |
Estimation Period:
Jun 15, 1993 to Jan 2, 2026
Jun 15, 1993 to Jan 2, 2026
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