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

V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:7.98% (0.00%)

Analysis last updated: Tuesday, July 8, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3545	3.36
$α$	0.0292	5.96
$β$	0.9594	132.65
$γ_{1}$	0.0713	3.48
$γ_{2}$	-0.1131	-3.90
$γ_{3}$	0.0782	4.34
$γ_{4}$	-0.0791	-4.85
$γ_{5}$	0.0705	4.45
$γ_{6}$	-0.0294	-2.23
$γ_{7}$	-0.0020	-0.21

Estimation Period:
Jun 15, 1993 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts