V-Lab: Hungarian Forint GJR-GARCH Volatility Analysis

V-Lab

Hungarian Forint GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:9.26% (+0.17%)

Analysis last updated: Friday, May 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	11.36
$α$	0.0303	21.15
$β$	0.9671	803.20
$γ$	-0.0029	-1.33

Estimation Period:
Jun 15, 1993 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts