V-Lab: Hungarian Forint EGARCH Volatility Analysis

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V-Lab

Hungarian Forint EGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:12.37% (+0.28%)

Analysis last updated: Friday, January 27, 2023, 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0051	13.51
$α$	0.0795	27.82
$β$	0.9964	2484.77
$γ$	0.0051	2.53

Estimation Period:
Jun 15, 1993 to Jan 27, 2023

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Volatility Forecasts