V-Lab: Hungarian Forint AGARCH Volatility Analysis

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V-Lab

Hungarian Forint AGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:11.84% (-0.02%)

Analysis last updated: Sunday, January 29, 2023, 01:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	12.64
$α$	0.0317	26.20
$β$	0.9643	709.07
$γ$	0.0246	1.65

Estimation Period:
Jun 15, 1993 to Jan 28, 2023

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