Hungarian Forint EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.80% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 12.78 | |
| 0.0767 | 29.09 | |
| 0.9963 | 2,574.48 | |
| 0.0059 | 3.07 |
Estimation Period:
Jun 15, 1993 to Feb 6, 2026
Jun 15, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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