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Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:6.12% (-0.01%)
Analysis last updated: Tuesday, January 20, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.37073.30
α0.02936.15
β0.9603138.73
γ10.06783.32
γ2-0.1070-3.66
γ30.07273.94
γ4-0.0745-4.48
γ50.07124.25
γ6-0.0375-2.73
γ70.00710.75
Estimation Period:
Jun 15, 1993 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts