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Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.70% (-0.09%)
Analysis last updated: Monday, February 16, 2026 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.36213.30
α0.02936.14
β0.9601138.40
γ10.06693.30
γ2-0.1055-3.65
γ30.07153.93
γ4-0.0733-4.47
γ50.07034.23
γ6-0.0365-2.68
γ70.00580.63
Estimation Period:
Jun 15, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts