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

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V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 31st, 2025:8.13% (-0.09%)

Analysis last updated: Thursday, October 30, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3487	3.34
$α$	0.0289	5.98
$β$	0.9599	134.55
$γ_{1}$	0.0688	3.40
$γ_{2}$	-0.1088	-3.80
$γ_{3}$	0.0747	4.19
$γ_{4}$	-0.0763	-4.74
$γ_{5}$	0.0703	4.41
$γ_{6}$	-0.0317	-2.40
$γ_{7}$	-0.0000	-0.00

Estimation Period:
Jun 15, 1993 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts