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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3754	3.34***
α ARCH Response to squared shocks	0.0312	6.36***
β GARCH Volatility persistence	0.9577	136.37***

γ₁	0.0667	3.38***
γ₂	-0.1050	-3.72***
γ₃	0.0698	3.91***
γ₄	-0.0699	-4.31***
γ₅	0.0671	3.91***
γ₆	-0.0317	-1.97**
γ₇	-0.0102	-0.38

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Hungarian Forint Spline-GARCH Volatility Analysis

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