V-Lab: Hungarian Forint EGARCH Volatility Analysis

V-Lab

Hungarian Forint EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:9.00% (+0.34%)

Analysis last updated: Wednesday, June 18, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0047	13.05
$α$	0.0774	29.11
$β$	0.9963	2,528.66
$γ$	0.0056	2.90

Estimation Period:
Jun 15, 1993 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts