Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.94%
increased by 0.45%
1 Week
12.93%
increased by 0.44%
1 Month
12.90%
increased by 0.41%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5415 | 4.35 | |
| 0.0211 | 66.04 | |
| 0.9969 | 1,607.90 | |
| 2.9152 | 39.15 |
Estimation Period:
Jun 15, 1993 to Jun 12, 2026
Jun 15, 1993 to Jun 12, 2026
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