Hungarian Forint EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:7.01% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 12.73 | |
| 0.0768 | 29.15 | |
| 0.9963 | 2,567.75 | |
| 0.0058 | 3.00 |
Estimation Period:
Jun 15, 1993 to Feb 13, 2026
Jun 15, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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