Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.58% (+5.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 15.96 | |
| 0.2617 | 24.93 | |
| 0.9545 | 377.72 | |
| -0.0452 | -7.65 |
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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