V-Lab: Hungarian Forint EGARCH Volatility Analysis

V-Lab

Hungarian Forint EGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:8.08% (-0.22%)

Analysis last updated: Sunday, July 6, 2025 at 01:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0047	12.94
$α$	0.0773	29.07
$β$	0.9963	2,528.66
$γ$	0.0058	3.04

Estimation Period:
Jun 15, 1993 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts