Hungarian Forint MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
8.36%
decreased by 0.78%
1 Week
8.73%
decreased by 0.41%
1 Month
8.81%
decreased by 0.33%
Analysis last updated: Sunday, June 14, 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 | |
|---|---|---|
| 36 | ||
| 0.0879 | 2.03 | |
| 0.1047 | 1.92 | |
| -0.0109 | -0.92 | |
| 0.0713 | 0.22 | |
| 0.8420 | 0.24 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 15, 1993 to Jun 12, 2026
Jun 15, 1993 to Jun 12, 2026
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