Hungarian Forint AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.67% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 13.32 | |
| 0.0309 | 27.62 | |
| 0.9647 | 752.46 | |
| 0.0172 | 1.19 |
Estimation Period:
Jun 15, 1993 to Feb 20, 2026
Jun 15, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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