Hungarian Forint GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
15.27%
increased by 0.68%
1 Week
15.25%
increased by 0.66%
1 Month
15.17%
increased by 0.58%
Analysis last updated: Tuesday, April 14, 2026 at 07:02 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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