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 Friday, June 12th, 2026
1 Day
3.26%
increased by 2.69%
1 Week
1,627,587,520.23%
increased by 1,627,587,519.66%
1 Month
1,233,542,216,545,506,000,000,000,000,000,000,000,000,000,000.00%
increased by 1,233,542,216,545,506,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Thursday, June 11, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.9057 | 9,056,960.00 | |
| 0.0000 | 100.00 | |
| 0.1886 | 1,885,880.00 | |
| 0.2828 | 2,828,030.00 | |
| 0.0167 | 167,250.00 | |
| 0.4190 | 4,189,660.00 |
Estimation Period:
Jun 15, 1993 to Jun 5, 2026
Jun 15, 1993 to Jun 5, 2026
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