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 Monday, May 25th, 2026
1 Day
-0.00%
decreased by 3.14%
1 Week
0.96%
decreased by 2.18%
1 Month
1.15%
decreased by 1.99%
Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 10.0000 | 15.10 | |
| 0.2500 | 14.39 | |
| 0.0500 | 0.75 |
Estimation Period:
Jun 15, 1993 to May 22, 2026
Jun 15, 1993 to May 22, 2026
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