V-Lab: Hungarian Forint EGARCH Volatility Analysis

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V-Lab

Hungarian Forint EGARCH Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:11.07% (+0.29%)

Analysis last updated: Tuesday, October 3, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0052	13.69
$α$	0.0804	29.12
$β$	0.9963	2484.44
$γ$	0.0051	2.54

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts