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 Monday, April 6th, 2026
1 Day
2.98%
decreased by 7.71%
1 Week
3.21%
decreased by 7.48%
1 Month
3.49%
decreased by 7.20%
Analysis last updated: Friday, April 3, 2026 at 08:55 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
Other Hungarian Forint Analyses
Other MF2-GARCH Analyses on Currencies