V-Lab: Hungarian Forint GJR-GARCH Volatility Analysis

V-Lab

Hungarian Forint GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:10.12% (-0.15%)

Analysis last updated: Friday, April 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	11.37
$α$	0.0304	21.17
$β$	0.9670	801.81
$γ$	-0.0029	-1.32

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

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Volatility Forecasts

Volatility Forecasts