Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.63%
decreased by 1.53%
1 Week
17.24%
decreased by 0.92%
1 Month
19.25%
increased by 1.09%
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 | |
|---|---|---|
| 0.0413 | 16.18 | |
| 0.2636 | 25.23 | |
| 0.9538 | 376.27 | |
| -0.0450 | -7.68 |
Estimation Period:
Jan 1, 1991 to Jun 5, 2026
Jan 1, 1991 to Jun 5, 2026
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