V-Lab: Hungarian Forint AGARCH Volatility Analysis

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V-Lab

Hungarian Forint AGARCH Volatility Analysis

Volatility Prediction for Wednesday, December 17th, 2025:6.85% (-0.04%)

Analysis last updated: Tuesday, December 16, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0019	13.05
$α$	0.0309	27.43
$β$	0.9647	747.84
$γ$	0.0136	0.93

Estimation Period:
Jun 15, 1993 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts