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

V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:8.64% (+0.13%)

Analysis last updated: Thursday, September 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3500	3.35
$α$	0.0292	5.99
$β$	0.9595	133.43
$γ_{1}$	0.0697	3.43
$γ_{2}$	-0.1104	-3.84
$γ_{3}$	0.0760	4.26
$γ_{4}$	-0.0774	-4.80
$γ_{5}$	0.0704	4.44
$γ_{6}$	-0.0308	-2.35
$γ_{7}$	-0.0008	-0.09

Estimation Period:
Jun 15, 1993 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts