Hungarian Forint GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:7.19% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 11.68 | |
| 0.0304 | 21.26 | |
| 0.9669 | 805.73 | |
| -0.0031 | -1.44 |
Estimation Period:
Jun 15, 1993 to Feb 13, 2026
Jun 15, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Hungarian Forint Analyses
Other GJR-GARCH Analyses on Currencies