Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.90% (+5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 15.87 | |
| 0.2614 | 24.89 | |
| 0.9546 | 377.45 | |
| -0.0457 | -7.72 |
Estimation Period:
Jan 1, 1991 to Jan 30, 2026
Jan 1, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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