Hungarian Forint EGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
14.66%
increased by 0.02%
1 Week
14.74%
increased by 0.10%
1 Month
15.06%
increased by 0.42%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 12.69 | |
| 0.0823 | 30.30 | |
| 0.9958 | 2,399.40 | |
| 0.0062 | 3.17 |
Estimation Period:
Jun 15, 1993 to Apr 17, 2026
Jun 15, 1993 to Apr 17, 2026
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