V-Lab: Hungarian Forint GJR-GARCH Volatility Analysis

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V-Lab

Hungarian Forint GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, December 1st, 2023:9.48% (-0.08%)

Analysis last updated: Thursday, November 30, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	11.18
$α$	0.0313	20.84
$β$	0.9661	779.15
$γ$	-0.0028	-1.22

Estimation Period:
Jun 15, 1993 to Nov 24, 2023

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Volatility Forecasts

Volatility Forecasts