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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0020	3.08***
αARCH	0.0330	5.44***
βGARCH	0.9644	193.15***
γleverage	-0.0044	-0.49

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0020	3.08***
α ARCH Response to squared shocks	0.0330	5.44***
β GARCH Volatility persistence	0.9644	193.15***
γ leverage Additional response to negative shocks	-0.0044	-0.49

V-Lab

Hungarian Forint GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hungarian Forint Analyses