V-Lab: Hungarian Forint APARCH Volatility Analysis

V-Lab

Hungarian Forint APARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:8.62% (+0.27%)

Analysis last updated: Wednesday, June 18, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	12.40
$α$	0.0334	22.66
$β$	0.9666	759.32
$γ$	-0.0569	-3.14
$δ$	1.6797	33.81

Estimation Period:
Jun 15, 1993 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts