Hungarian Forint GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.42% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 12.16 | |
| 0.0292 | 27.93 | |
| 0.9667 | 808.95 |
Estimation Period:
Jun 15, 1993 to Feb 20, 2026
Jun 15, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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