Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:12.93% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5374 | 4.47 | |
| 0.0206 | 65.31 | |
| 0.9970 | 1,707.18 | |
| 2.9081 | 40.95 |
Estimation Period:
Jun 15, 1993 to Mar 14, 2026
Jun 15, 1993 to Mar 14, 2026
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