US Dollar to Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.35% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5200 | 4.75 | |
| 0.0197 | 67.17 | |
| 0.9972 | 1,959.18 | |
| 2.9144 | 44.75 |
Estimation Period:
Jun 15, 1993 to Feb 13, 2026
Jun 15, 1993 to Feb 13, 2026
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