Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
11.43%
decreased by 0.20%
1 Week
11.40%
decreased by 0.23%
1 Month
11.30%
decreased by 0.33%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3587 | 3.28 | |
| 0.0311 | 6.35 | |
| 0.9579 | 135.38 | |
| 0.0648 | 3.20 | |
| -0.1019 | -3.53 | |
| 0.0678 | 3.73 | |
| -0.0690 | -4.19 | |
| 0.0670 | 3.95 | |
| -0.0345 | -2.48 | |
| 0.0038 | 0.42 |
Estimation Period:
Jun 15, 1993 to May 22, 2026
Jun 15, 1993 to May 22, 2026
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