V-Lab
V-Lab
Hungarian Forint AGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:10.69% (+0.15%)

Analysis last updated: Friday, September 22, 2023 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint AGARCH
paramt-stat
ω0.001913.08
α0.032327.22
β0.9636724.54
γ0.02421.64
Estimation Period:
Jun 15, 1993 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts