V-Lab: Hungarian Forint AGARCH Volatility Analysis

V-Lab

Hungarian Forint AGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:8.84% (+0.39%)

Analysis last updated: Friday, June 20, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0019	13.12
$α$	0.0310	27.37
$β$	0.9647	746.65
$γ$	0.0186	1.27

Estimation Period:
Jun 15, 1993 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts