Budapest Stock Exchange Budapest Stock Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.73% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0767 | 17.49 | |
| 0.1449 | 31.88 | |
| 0.8209 | 135.02 | |
| 0.1384 | 12.80 | |
| 2.0617 | 29.76 |
Estimation Period:
Jan 1, 1991 to Feb 13, 2026
Jan 1, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Budapest Stock Exchange Budapest Stock Index Analyses
Other APARCH Analyses on Equity Indices