Hungarian Forint EGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:5.79% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 13.03 | |
| 0.0770 | 29.09 | |
| 0.9964 | 2,581.38 | |
| 0.0062 | 3.23 |
Estimation Period:
Jun 15, 1993 to Jan 16, 2026
Jun 15, 1993 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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