V-Lab: Hungarian Forint Spline-GARCH Volatility Analysis

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V-Lab

Hungarian Forint Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:7.16% (-0.09%)

Analysis last updated: Monday, November 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3602	3.42
$α$	0.0288	5.91
$β$	0.9596	132.02
$γ_{1}$	0.0713	3.62
$γ_{2}$	-0.1131	-4.06
$γ_{3}$	0.0779	4.49
$γ_{4}$	-0.0783	-4.97
$γ_{5}$	0.0697	4.38
$γ_{6}$	-0.0244	-1.53
$γ_{7}$	-0.0255	-0.91

Estimation Period:
Jun 15, 1993 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts