V-Lab
V-Lab
Hungarian Forint GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:14.48% (-0.01%)

Analysis last updated: Friday, November 25, 2022, 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint GARCH
paramt-stat
ω0.001711.01
α0.029826.26
β0.9666757.55
Estimation Period:
Jun 15, 1993 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts