V-Lab: Hungarian Forint AGARCH Volatility Analysis

V-Lab

Hungarian Forint AGARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:8.82% (+0.73%)

Analysis last updated: Tuesday, September 16, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0019	13.11
$α$	0.0309	27.37
$β$	0.9648	747.88
$γ$	0.0151	1.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts