Hungarian Forint Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:14.65% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3722 | 3.37 | |
| 0.0313 | 6.18 | |
| 0.9571 | 129.96 | |
| 0.0689 | 3.48 | |
| -0.1091 | -3.88 | |
| 0.0740 | 4.21 | |
| -0.0746 | -4.68 | |
| 0.0692 | 4.21 | |
| -0.0297 | -1.88 | |
| -0.0131 | -0.50 |
Estimation Period:
Jun 15, 1993 to Mar 13, 2026
Jun 15, 1993 to Mar 13, 2026
News Impact Curve
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