Hungarian Forint GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
13.49%
increased by 0.18%
1 Week
13.46%
increased by 0.15%
1 Month
13.37%
increased by 0.06%
Analysis last updated: Friday, May 1, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 12.09 | |
| 0.0329 | 21.59 | |
| 0.9645 | 770.41 | |
| -0.0040 | -1.77 |
Estimation Period:
Jun 15, 1993 to May 1, 2026
Jun 15, 1993 to May 1, 2026
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