V-Lab: Hungarian Forint GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Hungarian Forint GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:10.04% (-0.10%)

Analysis last updated: Friday, December 20, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	11.25
$α$	0.0309	21.12
$β$	0.9667	789.75
$γ$	-0.0034	-1.53

Estimation Period:
Jun 15, 1993 to Dec 20, 2024

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Volatility Forecasts

Volatility Forecasts