V-Lab: Hungarian Forint GJR-GARCH Volatility Analysis

V-Lab

Hungarian Forint GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:9.70% (+0.33%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0017	11.36
$α$	0.0303	21.15
$β$	0.9670	803.18
$γ$	-0.0029	-1.31

Estimation Period:
Jun 15, 1993 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts