Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
14.18%
decreased by 0.06%
1 Week
14.17%
decreased by 0.07%
1 Month
14.11%
decreased by 0.13%
Analysis last updated: Friday, April 10, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5446 | 4.41 | |
| 0.0210 | 66.22 | |
| 0.9969 | 1,650.55 | |
| 2.9074 | 40.34 |
Estimation Period:
Jun 15, 1993 to Apr 10, 2026
Jun 15, 1993 to Apr 10, 2026
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