V-Lab: Hungarian Forint GARCH Volatility Analysis

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V-Lab

Hungarian Forint GARCH Volatility Analysis

Volatility Prediction for Monday, March 27th, 2023:17.40% (-0.13%)

Analysis last updated: Sunday, March 26, 2023, 01:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0017	11.10
$α$	0.0304	26.79
$β$	0.9662	765.61

Estimation Period:
Jun 15, 1993 to Mar 25, 2023

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Volatility Forecasts

Volatility Forecasts