V-Lab: Hungarian Forint GJR-GARCH Volatility Analysis

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V-Lab

Hungarian Forint GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:10.49% (-0.16%)

Analysis last updated: Thursday, June 1, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0017	10.96
$α$	0.0312	20.77
$β$	0.9663	760.86
$γ$	-0.0027	-1.20

Estimation Period:
Jun 15, 1993 to May 27, 2023

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Volatility Forecasts

Volatility Forecasts