Hungarian Forint EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.14% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 12.76 | |
| 0.0767 | 29.16 | |
| 0.9963 | 2,581.11 | |
| 0.0058 | 3.04 |
Estimation Period:
Jun 15, 1993 to Feb 20, 2026
Jun 15, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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