Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:14.72% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3570 | 3.30 | |
| 0.0302 | 6.14 | |
| 0.9588 | 134.00 | |
| 0.0662 | 3.27 | |
| -0.1043 | -3.63 | |
| 0.0704 | 3.90 | |
| -0.0721 | -4.43 | |
| 0.0689 | 4.17 | |
| -0.0346 | -2.55 | |
| 0.0035 | 0.39 |
Estimation Period:
Jun 15, 1993 to Mar 6, 2026
Jun 15, 1993 to Mar 6, 2026
News Impact Curve
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