Hungarian Forint GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:6.75% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 11.40 | |
| 0.0305 | 21.29 | |
| 0.9671 | 804.56 | |
| -0.0036 | -1.66 |
Estimation Period:
Jun 15, 1993 to Dec 19, 2025
Jun 15, 1993 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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