Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:10.44% (+0.21%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.5269 | 4.79 | |
0.0197 | 66.23 | |
0.9972 | 1,986.51 | |
2.9197 | 44.58 |
Estimation Period:
Jun 15, 1993 to Oct 17, 2025
Jun 15, 1993 to Oct 17, 2025
Other Hungarian Forint Analyses
Other GAS-GARCH Student T Analyses on Currencies