Hungarian Forint GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.10% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 11.39 | |
| 0.0304 | 21.24 | |
| 0.9673 | 806.73 | |
| -0.0037 | -1.70 |
Estimation Period:
Jun 15, 1993 to Oct 10, 2025
Jun 15, 1993 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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