Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:8.13% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3487 | 3.34 | |
| 0.0289 | 5.98 | |
| 0.9599 | 134.55 | |
| 0.0688 | 3.40 | |
| -0.1088 | -3.80 | |
| 0.0747 | 4.19 | |
| -0.0763 | -4.74 | |
| 0.0703 | 4.41 | |
| -0.0317 | -2.40 | |
| -0.0000 | -0.00 | 
Estimation Period:
Jun 15, 1993 to Oct 24, 2025
Jun 15, 1993 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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