Hungarian Forint MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:4.74% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.9298 | 9,297,940.00 | |
| 0.0743 | 742,850.00 | |
| -0.0082 | -81,570.00 | |
| 0.1303 | 9.91 | |
| 0.8434 | 18.69 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 15, 1993 to Jan 2, 2026
Jun 15, 1993 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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