Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
14.11%
decreased by 0.27%
1 Week
14.04%
decreased by 0.34%
1 Month
13.76%
decreased by 0.62%
Analysis last updated: Monday, April 20, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3629 | 3.28 | |
| 0.0312 | 6.35 | |
| 0.9579 | 134.95 | |
| 0.0656 | 3.23 | |
| -0.1032 | -3.56 | |
| 0.0690 | 3.77 | |
| -0.0702 | -4.25 | |
| 0.0675 | 3.99 | |
| -0.0339 | -2.45 | |
| 0.0030 | 0.33 |
Estimation Period:
Jun 15, 1993 to Apr 17, 2026
Jun 15, 1993 to Apr 17, 2026
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