US Dollar to Hungarian Forint EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
10.61%
increased by 0.40%
1 Week
10.69%
increased by 0.48%
1 Month
11.04%
increased by 0.83%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 12.11 | |
| 0.0820 | 30.24 | |
| 0.9956 | 2,359.27 | |
| 0.0067 | 3.46 |
Estimation Period:
Jun 15, 1993 to Jun 12, 2026
Jun 15, 1993 to Jun 12, 2026
Other EGARCH Analyses on Currencies