V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:8.72% (+0.20%)
Analysis last updated: Wednesday, June 18, 2025 at 07:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.35403.36
α0.02925.95
β0.9594132.35
γ10.07173.50
γ2-0.1137-3.92
γ30.07874.36
γ4-0.0794-4.86
γ50.07024.44
γ6-0.0283-2.14
γ7-0.0032-0.33
Estimation Period:
Jun 15, 1993 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts