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 25th, 2023:12.88% (+0.14%)

Analysis last updated: Friday, September 22, 2023 at 07:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5498	5.05
$α$	0.0204	66.65
$β$	0.9973	2191.90
$ν$	3	51.22

Estimation Period:
Jun 15, 1993 to Sep 22, 2023