V-Lab: Hungarian Forint APARCH Volatility Analysis

V-Lab

Hungarian Forint APARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:7.20% (-0.10%)

Analysis last updated: Tuesday, July 15, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	12.40
$α$	0.0335	22.71
$β$	0.9665	758.06
$γ$	-0.0602	-3.33
$δ$	1.6784	33.99

Estimation Period:
Jun 15, 1993 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts