Budapest Stock Exchange Budapest Stock Index APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.21%
decreased by 0.98%
1 Week
16.90%
decreased by 0.29%
1 Month
19.03%
increased by 1.84%
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 | |
|---|---|---|
| 0.0779 | 17.65 | |
| 0.1462 | 32.25 | |
| 0.8192 | 135.31 | |
| 0.1374 | 12.87 | |
| 2.0616 | 29.87 |
Estimation Period:
Jan 1, 1991 to Jun 5, 2026
Jan 1, 1991 to Jun 5, 2026
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