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Hungarian Forint AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:7.21% (-0.05%)
Analysis last updated: Thursday, November 13, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint AGARCH
paramt-stat
ω0.001913.04
α0.030727.34
β0.9649750.33
γ0.01541.04
Estimation Period:
Jun 15, 1993 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts