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Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:6.87% (-0.06%)
Analysis last updated: Monday, December 29, 2025 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.36053.32
α0.02926.09
β0.9600136.93
γ10.06793.34
γ2-0.1072-3.71
γ30.07314.03
γ4-0.0749-4.58
γ50.07084.32
γ6-0.0356-2.64
γ70.00470.50
Estimation Period:
Jun 15, 1993 to Dec 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts