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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0025	3.28***
αARCH	0.0357	5.98***
βGARCH	0.9644	185.85***
γleverage	-0.0657	-0.97
δpower	1.6696	8.79***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0025	3.28***
α ARCH Response to squared shocks	0.0357	5.98***
β GARCH Volatility persistence	0.9644	185.85***
γ leverage Additional response to negative shocks	-0.0657	-0.97
δ power Transformation power	1.6696	8.79***

V-Lab

Hungarian Forint APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hungarian Forint Analyses