Hungarian Forint GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
10.29%
decreased by 0.16%
1 Week
10.29%
decreased by 0.16%
1 Month
10.29%
decreased by 0.16%
Analysis last updated: Wednesday, June 10, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 12.26 | |
| 0.0333 | 21.69 | |
| 0.9642 | 764.02 | |
| -0.0045 | -1.97 |
Estimation Period:
Jun 15, 1993 to Jun 5, 2026
Jun 15, 1993 to Jun 5, 2026
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