Hungarian Forint GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:8.52% (-0.08%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0018 | 11.35 | |
0.0303 | 21.24 | |
0.9674 | 808.84 | |
-0.0036 | -1.67 |
Estimation Period:
Jun 15, 1993 to Oct 18, 2025
Jun 15, 1993 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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