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

V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:9.23% (-0.12%)

Analysis last updated: Friday, August 29, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3494	3.35
$α$	0.0292	5.99
$β$	0.9594	133.04
$γ_{1}$	0.0699	3.44
$γ_{2}$	-0.1108	-3.85
$γ_{3}$	0.0764	4.28
$γ_{4}$	-0.0777	-4.82
$γ_{5}$	0.0703	4.44
$γ_{6}$	-0.0301	-2.29
$γ_{7}$	-0.0016	-0.17

Estimation Period:
Jun 15, 1993 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts