Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:10.07% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5280 | 4.79 | |
| 0.0197 | 66.27 | |
| 0.9972 | 1,986.51 | |
| 2.9176 | 44.72 |
Estimation Period:
Jun 15, 1993 to Oct 10, 2025
Jun 15, 1993 to Oct 10, 2025
Other Hungarian Forint Analyses
Other GAS-GARCH Student T Analyses on Currencies