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, September 16th, 2024:9.24% (-0.19%)

Analysis last updated: Sunday, September 15, 2024 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5283	4.87
$α$	0.0202	66.34
$β$	0.9972	2031.04
$ν$	3	45.93

Estimation Period:
Jun 15, 1993 to Sep 13, 2024