V-Lab: Hungarian Forint APARCH Volatility Analysis

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Hungarian Forint APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 18th, 2025:7.00% (-0.08%)

Analysis last updated: Monday, November 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	12.36
$α$	0.0331	22.61
$β$	0.9669	765.59
$γ$	-0.0634	-3.47
$δ$	1.6748	33.91

Estimation Period:
Jun 15, 1993 to Nov 14, 2025

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Volatility Forecasts

Volatility Forecasts