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Hungarian Forint Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:8.13% (-0.09%)
Analysis last updated: Thursday, October 30, 2025 at 11:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hungarian Forint S0GARCH
paramt-stat
ω1.34873.34
α0.02895.98
β0.9599134.55
γ10.06883.40
γ2-0.1088-3.80
γ30.07474.19
γ4-0.0763-4.74
γ50.07034.41
γ6-0.0317-2.40
γ7-0.0000-0.00
Estimation Period:
Jun 15, 1993 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts