Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:8.78% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5225 | 4.78 | |
| 0.0197 | 66.44 | |
| 0.9972 | 1,978.62 | |
| 2.9207 | 44.48 |
Estimation Period:
Jun 15, 1993 to Nov 7, 2025
Jun 15, 1993 to Nov 7, 2025
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