Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.03% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5193 | 4.75 | |
| 0.0198 | 67.19 | |
| 0.9972 | 1,959.17 | |
| 2.9175 | 44.57 |
Estimation Period:
Jun 15, 1993 to Feb 13, 2026
Jun 15, 1993 to Feb 13, 2026
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