Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:6.87% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3605 | 3.32 | |
| 0.0292 | 6.09 | |
| 0.9600 | 136.93 | |
| 0.0679 | 3.34 | |
| -0.1072 | -3.71 | |
| 0.0731 | 4.03 | |
| -0.0749 | -4.58 | |
| 0.0708 | 4.32 | |
| -0.0356 | -2.64 | |
| 0.0047 | 0.50 |
Estimation Period:
Jun 15, 1993 to Dec 26, 2025
Jun 15, 1993 to Dec 26, 2025
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