V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:9.74% (+0.32%)
Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.35553.37
α0.02925.94
β0.9594132.07
γ10.07243.52
γ2-0.1150-3.94
γ30.07964.39
γ4-0.0800-4.86
γ50.06984.41
γ6-0.0268-2.02
γ7-0.0046-0.46
Estimation Period:
Jun 15, 1993 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts