Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
13.32%
decreased by 0.23%
1 Week
13.25%
decreased by 0.30%
1 Month
13.02%
decreased by 0.53%
Analysis last updated: Friday, May 8, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3616 | 3.28 | |
| 0.0311 | 6.35 | |
| 0.9580 | 135.49 | |
| 0.0652 | 3.21 | |
| -0.1025 | -3.54 | |
| 0.0683 | 3.74 | |
| -0.0694 | -4.20 | |
| 0.0672 | 3.95 | |
| -0.0342 | -2.46 | |
| 0.0034 | 0.37 |
Estimation Period:
Jun 15, 1993 to May 8, 2026
Jun 15, 1993 to May 8, 2026
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