V-Lab: Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

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Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:7.06% (-0.07%)

Analysis last updated: Friday, November 21, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3544	3.33
$α$	0.0292	6.04
$β$	0.9598	135.39
$γ_{1}$	0.0684	3.38
$γ_{2}$	-0.1082	-3.76
$γ_{3}$	0.0741	4.12
$γ_{4}$	-0.0758	-4.68
$γ_{5}$	0.0707	4.38
$γ_{6}$	-0.0339	-2.54
$γ_{7}$	0.0026	0.28

Estimation Period:
Jun 15, 1993 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts