V-Lab: Hungarian Forint MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Hungarian Forint MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 27th, 2025:13.60% (+10.04%)

Analysis last updated: Wednesday, November 26, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.9014	9,013,500.00
$β$	0.0741	741,400.00
$γ$	0.0490	490,190.00
$λ_{1}$	0.1297	12.55
$λ_{2}$	0.7599	20.98
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 15, 1993 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts