V-Lab: Hungarian Forint GARCH Volatility Analysis

V-Lab

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V-Lab

Hungarian Forint GARCH Volatility Analysis

Volatility Prediction for Thursday, October 5th, 2023:10.20% (-0.07%)

Analysis last updated: Wednesday, October 4, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	11.70
$α$	0.0305	27.45
$β$	0.9657	775.64

Estimation Period:
Jun 15, 1993 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts