V-Lab: Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

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Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:7.33% (+0.07%)

Analysis last updated: Friday, December 12, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3562	3.32
$α$	0.0292	6.07
$β$	0.9598	135.88
$γ_{1}$	0.0680	3.36
$γ_{2}$	-0.1075	-3.73
$γ_{3}$	0.0734	4.07
$γ_{4}$	-0.0752	-4.63
$γ_{5}$	0.0707	4.35
$γ_{6}$	-0.0346	-2.59
$γ_{7}$	0.0035	0.37

Estimation Period:
Jun 15, 1993 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts