Budapest Stock Exchange Budapest Stock Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.87% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0791 | 3.10 | |
| 0.1423 | 8.08 | |
| 0.7959 | 35.87 | |
| 0.1077 | 2.80 | |
| -0.1890 | -3.63 | |
| 0.1321 | 4.91 | |
| -0.0814 | -4.02 | |
| 0.0340 | 1.99 | |
| 0.0184 | 1.03 | |
| -0.0756 | -2.05 |
Estimation Period:
Jan 1, 1991 to Feb 20, 2026
Jan 1, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Budapest Stock Exchange Budapest Stock Index Analyses
Other Spline-GARCH Analyses on Equity Indices