Hungarian Forint GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
10.17%
decreased by 0.15%
1 Week
10.17%
decreased by 0.15%
1 Month
10.17%
decreased by 0.15%
Analysis last updated: Sunday, June 14, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 12.26 | |
| 0.0332 | 21.72 | |
| 0.9642 | 765.85 | |
| -0.0044 | -1.97 |
Estimation Period:
Jun 15, 1993 to Jun 12, 2026
Jun 15, 1993 to Jun 12, 2026
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