Hungarian Forint GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
14.90%
decreased by 0.21%
1 Week
14.87%
decreased by 0.24%
1 Month
14.74%
decreased by 0.37%
Analysis last updated: Friday, April 10, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 12.12 | |
| 0.0329 | 21.59 | |
| 0.9645 | 769.14 | |
| -0.0038 | -1.64 |
Estimation Period:
Jun 15, 1993 to Apr 10, 2026
Jun 15, 1993 to Apr 10, 2026
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