Hungarian Forint GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:6.07% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 11.32 | |
| 0.0306 | 21.35 | |
| 0.9670 | 805.19 | |
| -0.0036 | -1.64 |
Estimation Period:
Jun 15, 1993 to Jan 9, 2026
Jun 15, 1993 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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