V-Lab: Hungarian Forint APARCH Volatility Analysis

V-Lab

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V-Lab

Hungarian Forint APARCH Volatility Analysis

Volatility Prediction for Thursday, October 5th, 2023:10.47% (-0.05%)

Analysis last updated: Wednesday, October 4, 2023 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	12.47
$α$	0.0347	22.46
$β$	0.9653	730.20
$γ$	-0.0538	-2.96
$δ$	1.6857	33.23

Estimation Period:
Jun 15, 1993 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts