Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
14.18%
decreased by 0.27%
1 Week
14.10%
decreased by 0.35%
1 Month
13.80%
decreased by 0.65%
Analysis last updated: Sunday, March 29, 2026 at 02:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3599 | 3.29 | |
| 0.0313 | 6.32 | |
| 0.9576 | 133.61 | |
| 0.0658 | 3.25 | |
| -0.1037 | -3.59 | |
| 0.0697 | 3.84 | |
| -0.0710 | -4.34 | |
| 0.0680 | 4.07 | |
| -0.0340 | -2.49 | |
| 0.0031 | 0.34 |
Estimation Period:
Jun 15, 1993 to Mar 27, 2026
Jun 15, 1993 to Mar 27, 2026
Other Hungarian Forint Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies