Hungarian Forint AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:14.51% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 13.68 | |
| 0.0329 | 27.94 | |
| 0.9625 | 717.23 | |
| 0.0146 | 1.05 |
Estimation Period:
Jun 15, 1993 to Mar 14, 2026
Jun 15, 1993 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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