Hungarian Forint GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:14.91% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 12.18 | |
| 0.0328 | 21.40 | |
| 0.9645 | 761.22 | |
| -0.0037 | -1.63 |
Estimation Period:
Jun 15, 1993 to Mar 13, 2026
Jun 15, 1993 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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