V-Lab: Hungarian Forint GJR-GARCH Volatility Analysis

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Hungarian Forint GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:8.52% (-0.08%)

Analysis last updated: Wednesday, October 22, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	11.35
$α$	0.0303	21.24
$β$	0.9674	808.84
$γ$	-0.0036	-1.67

Estimation Period:
Jun 15, 1993 to Oct 18, 2025

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