Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.55% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3632 | 3.30 | |
| 0.0293 | 6.14 | |
| 0.9602 | 138.37 | |
| 0.0671 | 3.31 | |
| -0.1058 | -3.65 | |
| 0.0717 | 3.93 | |
| -0.0736 | -4.48 | |
| 0.0705 | 4.24 | |
| -0.0367 | -2.69 | |
| 0.0060 | 0.65 |
Estimation Period:
Jun 15, 1993 to Feb 6, 2026
Jun 15, 1993 to Feb 6, 2026
News Impact Curve
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