Hungarian Forint AGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:10.39% (+4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 12.97 | |
| 0.0309 | 27.50 | |
| 0.9647 | 748.99 | |
| 0.0136 | 0.93 |
Estimation Period:
Jun 15, 1993 to Jan 23, 2026
Jun 15, 1993 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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