V-Lab
V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:11.19% (-0.08%)

Analysis last updated: Sunday, January 29, 2023, 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.42853.48
α0.02965.50
β0.9591123.33
γ10.10103.11
γ2-0.1333-2.66
γ30.02520.64
γ40.04411.21
γ5-0.0999-3.39
γ60.10624.14
γ7-0.0454-1.84
γ8-0.0032-0.16
Estimation Period:
Jun 15, 1993 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts