V-Lab: Hungarian Forint APARCH Volatility Analysis

V-Lab

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V-Lab

Hungarian Forint APARCH Volatility Analysis

Volatility Prediction for Monday, October 7th, 2024:7.89% (-0.01%)

Analysis last updated: Friday, October 4, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	12.30
$α$	0.0339	22.58
$β$	0.9661	743.69
$γ$	-0.0572	-3.13
$δ$	1.6858	34.04

Estimation Period:
Jun 15, 1993 to Oct 4, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts