V-Lab: Hungarian Forint Spline-GARCH Volatility Analysis

V-Lab

Hungarian Forint Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:7.53% (-0.10%)

Analysis last updated: Monday, July 7, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3687	3.44
$α$	0.0291	5.90
$β$	0.9593	130.68
$γ_{1}$	0.0742	3.71
$γ_{2}$	-0.1180	-4.16
$γ_{3}$	0.0819	4.64
$γ_{4}$	-0.0817	-5.08
$γ_{5}$	0.0704	4.42
$γ_{6}$	-0.0229	-1.41
$γ_{7}$	-0.0230	-0.84

Estimation Period:
Jun 15, 1993 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts