Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
9.43%
increased by 0.27%
1 Week
12.27%
increased by 3.11%
1 Month
13.61%
increased by 4.45%
Analysis last updated: Monday, July 6, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7818 | 0.01 | |
| 0.4346 | 0.00 | |
| 0.5589 | 0.01 | |
| 7.9951 | 0.00 |
Estimation Period:
Jun 15, 1993 to Jul 3, 2026
Jun 15, 1993 to Jul 3, 2026
Other Hungarian Forint Analyses
Other GAS-GARCH Student T Analyses on Currencies