V-Lab: Hungarian Forint GARCH Volatility Analysis

V-Lab

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V-Lab

Hungarian Forint GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 12th, 2021:8.71% (-0.17%)

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0034	9.26
$α$	0.0456	26.05
$β$	0.9493	495.19

Estimation Period:
Jun 18, 1993 to May 7, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts