V-Lab: Hungarian Forint GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Hungarian Forint GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:8.86% (0.00%)

Analysis last updated: Tuesday, February 4, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	11.32
$α$	0.0305	21.12
$β$	0.9668	791.82
$γ$	-0.0029	-1.33

Estimation Period:
Jun 15, 1993 to Jan 31, 2025

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Volatility Forecasts

Volatility Forecasts