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Hungarian Forint AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:9.20% (+0.25%)
Analysis last updated: Thursday, October 16, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint AGARCH
paramt-stat
ω0.001913.11
α0.030727.35
β0.9649750.30
γ0.01591.08
Estimation Period:
Jun 15, 1993 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts