Hungarian Forint Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.03% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3593 | 3.40 | |
| 0.0290 | 6.01 | |
| 0.9596 | 133.71 | |
| 0.0691 | 3.54 | |
| -0.1093 | -3.95 | |
| 0.0743 | 4.30 | |
| -0.0746 | -4.76 | |
| 0.0678 | 4.20 | |
| -0.0239 | -1.55 | |
| -0.0331 | -1.32 |
Estimation Period:
Jun 15, 1993 to Feb 20, 2026
Jun 15, 1993 to Feb 20, 2026
News Impact Curve
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