Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.25%
decreased by 1.32%
1 Week
16.62%
decreased by 0.95%
1 Month
17.89%
increased by 0.32%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4369 | 9.66 | |
| 0.1063 | 47.97 | |
| 0.9821 | 503.38 | |
| 5.6821 | 14.24 |
Estimation Period:
Jan 1, 1991 to Jun 5, 2026
Jan 1, 1991 to Jun 5, 2026
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