Hungarian Forint GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:7.40% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 11.55 | |
| 0.0305 | 21.25 | |
| 0.9668 | 800.34 | |
| -0.0031 | -1.44 |
Estimation Period:
Jun 15, 1993 to Jan 30, 2026
Jun 15, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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