Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.69% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3633 | 3.30 | |
| 0.0292 | 6.14 | |
| 0.9603 | 139.03 | |
| 0.0668 | 3.30 | |
| -0.1053 | -3.64 | |
| 0.0713 | 3.91 | |
| -0.0732 | -4.45 | |
| 0.0703 | 4.21 | |
| -0.0369 | -2.70 | |
| 0.0063 | 0.68 |
Estimation Period:
Jun 15, 1993 to Feb 20, 2026
Jun 15, 1993 to Feb 20, 2026
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