Hungarian Forint MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:1.00% (-5.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.9329 | 9,328,960.00 | |
| 0.0845 | 844,570.00 | |
| -0.0347 | -347,070.00 | |
| 0.1359 | 11.58 | |
| 0.7690 | 19.78 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 15, 1993 to Jan 23, 2026
Jun 15, 1993 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Hungarian Forint Analyses
Other MF2-GARCH Analyses on Currencies