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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3563	3.26***
α ARCH Response to squared shocks	0.0311	6.40***
β GARCH Volatility persistence	0.9580	137.56***

γ₁	0.0635	3.16***
γ₂	-0.0997	-3.47***
γ₃	0.0657	3.61***
γ₄	-0.0666	-4.06***
γ₅	0.0659	3.84***
γ₆	-0.0353	-2.51**
γ₇	0.0051	0.55

V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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