Hungarian Forint APARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
14.87%
decreased by 0.25%
1 Week
14.86%
decreased by 0.26%
1 Month
14.82%
decreased by 0.30%
Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 13.05 | |
| 0.0358 | 23.84 | |
| 0.9642 | 737.75 | |
| -0.0594 | -3.49 | |
| 1.6820 | 35.12 |
Estimation Period:
Jun 15, 1993 to Apr 10, 2026
Jun 15, 1993 to Apr 10, 2026
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