V-Lab: Hungarian Forint MF2-GARCH Volatility Analysis

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V-Lab

Hungarian Forint MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:9.03% (-22.03%)

Analysis last updated: Tuesday, February 4, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.9190	9190310.00
$β$	0.0402	401730.00
$γ$	0.0816	815920.00
$λ_{1}$	0.1582	17.30
$λ_{2}$	0.4366	22.83
$λ_{3}$	0.1338	3.35

Estimation Period:
Jun 15, 1993 to Jan 31, 2025

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