US Dollar to Hungarian Forint GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.39% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 11.61 | |
| 0.0304 | 21.29 | |
| 0.9670 | 809.18 | |
| -0.0032 | -1.48 |
Estimation Period:
Jun 15, 1993 to Feb 20, 2026
Jun 15, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Currencies