V-Lab
V-Lab
Hungarian Forint EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:9.90% (+0.47%)

Analysis last updated: Friday, April 19, 2024 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint EGARCH
paramt-stat
ω0.005013.39
α0.079729.05
β0.99622478.16
γ0.00522.64
Estimation Period:
Jun 15, 1993 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts