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, September 20th, 2024:6.90% (-0.08%)

Analysis last updated: Thursday, September 19, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0017	11.19
$α$	0.0310	21.05
$β$	0.9665	785.10
$γ$	-0.0031	-1.37

Estimation Period:
Jun 15, 1993 to Sep 13, 2024

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Volatility Forecasts

Volatility Forecasts