Hungarian Forint GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:6.44% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 11.34 | |
| 0.0305 | 21.27 | |
| 0.9671 | 804.56 | |
| -0.0036 | -1.65 |
Estimation Period:
Jun 15, 1993 to Nov 28, 2025
Jun 15, 1993 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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