V-Lab: Hungarian Forint GAS-GARCH Student T Volatility Analysis

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V-Lab

Hungarian Forint GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:15.20% (+0.29%)

Analysis last updated: Friday, January 27, 2023, 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5401	5.28
$α$	0.0201	65.42
$β$	0.9974	2420.94
$ν$	3	52.52

Estimation Period:
Jun 15, 1993 to Jan 27, 2023