Hungarian Forint AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.31% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 13.22 | |
| 0.0309 | 27.57 | |
| 0.9646 | 750.11 | |
| 0.0168 | 1.16 |
Estimation Period:
Jun 15, 1993 to Feb 6, 2026
Jun 15, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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