Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:8.05% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5171 | 4.79 | |
| 0.0198 | 67.45 | |
| 0.9972 | 1,998.49 | |
| 2.9227 | 45.27 |
Estimation Period:
Jun 15, 1993 to Jan 23, 2026
Jun 15, 1993 to Jan 23, 2026
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