Hungarian Forint GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:7.30% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 11.32 | |
| 0.0302 | 21.24 | |
| 0.9673 | 807.44 | |
| -0.0035 | -1.63 |
Estimation Period:
Jun 15, 1993 to Nov 7, 2025
Jun 15, 1993 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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