V-Lab: Hungarian Forint MF2-GARCH Volatility Analysis

V-Lab

Hungarian Forint MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:7.86% (-0.38%)

Analysis last updated: Sunday, September 21, 2025 at 05:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1231	4.98
$β$	0.1979	6.78
$γ$	-0.0251	-1.85
$λ_{1}$	0.0025	0.41
$λ_{2}$	0.0403	0.79
$λ_{3}$	0.9544	16.76

Estimation Period:
Jun 15, 1993 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts