V-Lab: Hungarian Forint GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Hungarian Forint GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:9.38% (+0.08%)

Analysis last updated: Wednesday, April 24, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	11.23
$α$	0.0314	20.93
$β$	0.9662	781.05
$γ$	-0.0031	-1.36

Estimation Period:
Jun 15, 1993 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts