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Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:14.72% (+1.20%)
Analysis last updated: Thursday, March 12, 2026 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.35703.30
α0.03026.14
β0.9588134.00
γ10.06623.27
γ2-0.1043-3.63
γ30.07043.90
γ4-0.0721-4.43
γ50.06894.17
γ6-0.0346-2.55
γ70.00350.39
Estimation Period:
Jun 15, 1993 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts