V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 9th, 2025:7.98% (0.00%)
Analysis last updated: Tuesday, July 8, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.35453.36
α0.02925.96
β0.9594132.65
γ10.07133.48
γ2-0.1131-3.90
γ30.07824.34
γ4-0.0791-4.85
γ50.07054.45
γ6-0.0294-2.23
γ7-0.0020-0.21
Estimation Period:
Jun 15, 1993 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts