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

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V-Lab

Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:9.33% (-0.11%)

Analysis last updated: Monday, October 13, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3477	3.34
$α$	0.0291	5.98
$β$	0.9596	133.74
$γ_{1}$	0.0690	3.41
$γ_{2}$	-0.1092	-3.81
$γ_{3}$	0.0751	4.21
$γ_{4}$	-0.0766	-4.76
$γ_{5}$	0.0701	4.41
$γ_{6}$	-0.0308	-2.34
$γ_{7}$	-0.0011	-0.12

Estimation Period:
Jun 15, 1993 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts