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
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