Hungarian Forint GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.15% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 11.51 | |
| 0.0304 | 21.27 | |
| 0.9670 | 805.81 | |
| -0.0033 | -1.51 |
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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