Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
14.68%
increased by 0.47%
1 Week
14.67%
increased by 0.46%
1 Month
14.60%
increased by 0.39%
Analysis last updated: Friday, May 1, 2026 at 07:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5463 | 4.40 | |
| 0.0211 | 66.36 | |
| 0.9969 | 1,650.54 | |
| 2.9105 | 40.23 |
Estimation Period:
Jun 15, 1993 to May 1, 2026
Jun 15, 1993 to May 1, 2026
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