Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:8.14% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5203 | 4.76 | |
| 0.0198 | 66.82 | |
| 0.9972 | 1,959.17 | |
| 2.9199 | 44.46 |
Estimation Period:
Jun 15, 1993 to Dec 12, 2025
Jun 15, 1993 to Dec 12, 2025
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