Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.70% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3621 | 3.30 | |
| 0.0293 | 6.14 | |
| 0.9601 | 138.40 | |
| 0.0669 | 3.30 | |
| -0.1055 | -3.65 | |
| 0.0715 | 3.93 | |
| -0.0733 | -4.47 | |
| 0.0703 | 4.23 | |
| -0.0365 | -2.68 | |
| 0.0058 | 0.63 |
Estimation Period:
Jun 15, 1993 to Feb 13, 2026
Jun 15, 1993 to Feb 13, 2026
News Impact Curve
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