Hungarian Forint GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
13.17%
increased by 0.06%
1 Week
13.15%
increased by 0.04%
1 Month
13.06%
decreased by 0.05%
Analysis last updated: Friday, May 15, 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 | |
|---|---|---|
| 0.0020 | 12.08 | |
| 0.0329 | 21.61 | |
| 0.9646 | 771.04 | |
| -0.0040 | -1.80 |
Estimation Period:
Jun 15, 1993 to May 15, 2026
Jun 15, 1993 to May 15, 2026
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