Hungarian Forint GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
13.61%
decreased by 0.21%
1 Week
13.58%
decreased by 0.24%
1 Month
13.49%
decreased by 0.33%
Analysis last updated: Tuesday, May 12, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 12.76 | |
| 0.0313 | 28.66 | |
| 0.9644 | 772.72 |
Estimation Period:
Jun 15, 1993 to May 8, 2026
Jun 15, 1993 to May 8, 2026
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