Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.44% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0846 | 28.38 | |
| 0.1742 | 44.87 | |
| 0.7910 | 254.18 | |
| 0.2613 | 15.30 |
Estimation Period:
Jan 1, 1991 to Feb 13, 2026
Jan 1, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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