V-Lab: Hungarian Forint GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Hungarian Forint GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:9.98% (-0.01%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5297	4.84
$α$	0.0200	66.53
$β$	0.9972	2014.61
$ν$	3	45.88

Estimation Period:
Jun 15, 1993 to Dec 20, 2024