Hungarian Forint MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, July 7th, 2026
1 Day
-0.00%
decreased by 7.53%
1 Week
5.03%
decreased by 2.50%
1 Month
8.20%
increased by 0.67%
Analysis last updated: Monday, July 6, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0683 | 5.67 | |
| 1.0000 | 24.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 15, 1993 to Jul 3, 2026
Jun 15, 1993 to Jul 3, 2026
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