Hungarian Forint Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
9.59%
decreased by 0.16%
1 Week
9.57%
decreased by 0.18%
1 Month
9.49%
decreased by 0.26%
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 | |
|---|---|---|
| 1.3685 | 3.36 | |
| 0.0315 | 6.32 | |
| 0.9569 | 132.72 | |
| 0.0673 | 3.42 | |
| -0.1061 | -3.79 | |
| 0.0710 | 4.04 | |
| -0.0712 | -4.46 | |
| 0.0674 | 4.03 | |
| -0.0297 | -1.87 | |
| -0.0157 | -0.58 |
Estimation Period:
Jun 15, 1993 to Jun 5, 2026
Jun 15, 1993 to Jun 5, 2026
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