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 Friday, April 19th, 2024:9.42% (+0.28%)

Analysis last updated: Thursday, April 18, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	11.22
$α$	0.0312	20.88
$β$	0.9663	782.42
$γ$	-0.0030	-1.32

Estimation Period:
Jun 15, 1993 to Apr 12, 2024

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Volatility Forecasts