Hungarian Forint Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.88% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3595 | 3.40 | |
| 0.0289 | 5.99 | |
| 0.9596 | 133.24 | |
| 0.0694 | 3.55 | |
| -0.1098 | -3.97 | |
| 0.0747 | 4.33 | |
| -0.0751 | -4.79 | |
| 0.0680 | 4.23 | |
| -0.0235 | -1.52 | |
| -0.0338 | -1.33 |
Estimation Period:
Jun 15, 1993 to Feb 6, 2026
Jun 15, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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