V-Lab
V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 27th, 2024:8.32% (-0.10%)

Analysis last updated: Sunday, May 26, 2024 at 01:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.38603.41
α0.03015.93
β0.9585129.58
γ10.08053.70
γ2-0.1277-4.12
γ30.08734.41
γ4-0.0823-4.38
γ50.06323.69
γ6-0.0151-0.97
γ7-0.0124-0.99
Estimation Period:
Jun 15, 1993 to May 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts