Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
14.31%
decreased by 0.32%
1 Week
14.29%
decreased by 0.34%
1 Month
14.24%
decreased by 0.39%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5464 | 4.41 | |
| 0.0212 | 66.61 | |
| 0.9969 | 1,653.29 | |
| 2.9172 | 40.01 |
Estimation Period:
Jun 15, 1993 to May 22, 2026
Jun 15, 1993 to May 22, 2026
Other Hungarian Forint Analyses
Other GAS-GARCH Student T Analyses on Currencies