V-Lab: Hungarian Forint APARCH Volatility Analysis

V-Lab

| |

V-Lab

Hungarian Forint APARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:9.32% (-0.14%)

Analysis last updated: Thursday, April 25, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	12.46
$α$	0.0344	22.53
$β$	0.9656	735.45
$γ$	-0.0577	-3.17
$δ$	1.6799	33.60

Estimation Period:
Jun 15, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts