V-Lab: Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:8.61% (-0.11%)

Analysis last updated: Monday, June 30, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3536	3.36
$α$	0.0292	5.95
$β$	0.9594	132.52
$γ_{1}$	0.0714	3.49
$γ_{2}$	-0.1132	-3.91
$γ_{3}$	0.0783	4.35
$γ_{4}$	-0.0792	-4.85
$γ_{5}$	0.0703	4.45
$γ_{6}$	-0.0288	-2.18
$γ_{7}$	-0.0027	-0.28

Estimation Period:
Jun 15, 1993 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts