Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
10.04%
decreased by 0.16%
1 Week
10.04%
decreased by 0.16%
1 Month
10.03%
decreased by 0.17%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3550 | 3.28 | |
| 0.0313 | 6.38 | |
| 0.9575 | 135.19 | |
| 0.0644 | 3.20 | |
| -0.1012 | -3.52 | |
| 0.0673 | 3.73 | |
| -0.0685 | -4.20 | |
| 0.0669 | 3.97 | |
| -0.0350 | -2.53 | |
| 0.0045 | 0.49 |
Estimation Period:
Jun 15, 1993 to Jun 5, 2026
Jun 15, 1993 to Jun 5, 2026
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