Hungarian Forint GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
10.45%
increased by 0.30%
1 Week
10.44%
increased by 0.29%
1 Month
10.44%
increased by 0.29%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 12.26 | |
| 0.0332 | 21.72 | |
| 0.9642 | 765.85 | |
| -0.0044 | -1.97 |
Estimation Period:
Jun 15, 1993 to Jun 12, 2026
Jun 15, 1993 to Jun 12, 2026
Other Hungarian Forint Analyses
Other GJR-GARCH Analyses on Currencies