Hungarian Forint AGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
15.44%
decreased by 0.16%
1 Week
15.40%
decreased by 0.20%
1 Month
15.26%
decreased by 0.34%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 13.60 | |
| 0.0329 | 28.32 | |
| 0.9626 | 724.82 | |
| 0.0148 | 1.07 |
Estimation Period:
Jun 15, 1993 to Apr 17, 2026
Jun 15, 1993 to Apr 17, 2026
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