V-Lab
V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 19th, 2025:8.97% (-0.09%)

Analysis last updated: Tuesday, February 18, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.36293.38
α0.02945.93
β0.9592131.38
γ10.07443.57
γ2-0.1181-4.00
γ30.08194.45
γ4-0.0814-4.83
γ50.06934.34
γ6-0.0252-1.86
γ7-0.0054-0.52
Estimation Period:
Jun 15, 1993 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts