V-Lab: Hungarian Forint MF2-GARCH Volatility Analysis

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V-Lab

Hungarian Forint MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:0.80% (-8.61%)

Analysis last updated: Friday, September 22, 2023 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	8.7106	17.00
$λ_{2}$	0.0681	16.01
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 15, 1993 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts