Skip to main content
V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.55% (-0.08%)
Analysis last updated: Friday, February 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.36323.30
α0.02936.14
β0.9602138.37
γ10.06713.31
γ2-0.1058-3.65
γ30.07173.93
γ4-0.0736-4.48
γ50.07054.24
γ6-0.0367-2.69
γ70.00600.65
Estimation Period:
Jun 15, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts