Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:6.12% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3707 | 3.30 | |
| 0.0293 | 6.15 | |
| 0.9603 | 138.73 | |
| 0.0678 | 3.32 | |
| -0.1070 | -3.66 | |
| 0.0727 | 3.94 | |
| -0.0745 | -4.48 | |
| 0.0712 | 4.25 | |
| -0.0375 | -2.73 | |
| 0.0071 | 0.75 |
Estimation Period:
Jun 15, 1993 to Jan 16, 2026
Jun 15, 1993 to Jan 16, 2026
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