V-Lab: Hungarian Forint APARCH Volatility Analysis

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V-Lab

Hungarian Forint APARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:8.98% (+0.05%)

Analysis last updated: Friday, October 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	12.39
$α$	0.0330	22.57
$β$	0.9670	766.87
$γ$	-0.0637	-3.48
$δ$	1.6755	33.90

Estimation Period:
Jun 15, 1993 to Oct 17, 2025

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Volatility Forecasts

Volatility Forecasts