Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
9.85%
decreased by 0.15%
1 Week
9.85%
decreased by 0.15%
1 Month
9.86%
decreased by 0.14%
Analysis last updated: Sunday, June 14, 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 | |
|---|---|---|
| 1.3551 | 3.28 | |
| 0.0313 | 6.39 | |
| 0.9576 | 135.83 | |
| 0.0643 | 3.19 | |
| -0.1010 | -3.52 | |
| 0.0671 | 3.71 | |
| -0.0683 | -4.18 | |
| 0.0668 | 3.95 | |
| -0.0350 | -2.53 | |
| 0.0045 | 0.50 |
Estimation Period:
Jun 15, 1993 to Jun 12, 2026
Jun 15, 1993 to Jun 12, 2026
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