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Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.69% (-0.03%)
Analysis last updated: Friday, February 20, 2026 at 07:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.36333.30
α0.02926.14
β0.9603139.03
γ10.06683.30
γ2-0.1053-3.64
γ30.07133.91
γ4-0.0732-4.45
γ50.07034.21
γ6-0.0369-2.70
γ70.00630.68
Estimation Period:
Jun 15, 1993 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts