V-Lab: Hungarian Forint APARCH Volatility Analysis

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V-Lab

Hungarian Forint APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:11.63% (+0.18%)

Analysis last updated: Friday, January 27, 2023, 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	11.92
$α$	0.0339	21.24
$β$	0.9661	709.87
$γ$	-0.0589	-3.13
$δ$	1.6868	32.79

Estimation Period:
Jun 15, 1993 to Jan 27, 2023

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts