Hungarian Forint APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:7.35% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 12.50 | |
| 0.0334 | 22.82 | |
| 0.9666 | 767.76 | |
| -0.0583 | -3.26 | |
| 1.6770 | 33.95 |
Estimation Period:
Jun 15, 1993 to Feb 13, 2026
Jun 15, 1993 to Feb 13, 2026
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Volatility Forecasts
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