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 Tuesday, April 7th, 2026
1 Day
1.94%
decreased by 0.91%
1 Week
2.99%
increased by 0.14%
1 Month
4.55%
increased by 1.70%
Analysis last updated: Monday, April 6, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.8536 | 8,536,290.00 | |
| 0.0305 | 304,920.00 | |
| 0.2318 | 2,317,570.00 | |
| 5.5300 | 18.59 | |
| 0.3820 | 19.48 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 15, 1993 to Apr 3, 2026
Jun 15, 1993 to Apr 3, 2026
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