Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.71%
decreased by 1.07%
1 Week
17.29%
decreased by 0.49%
1 Month
19.09%
increased by 1.31%
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 | |
|---|---|---|
| 0.0727 | 21.12 | |
| 0.1463 | 28.60 | |
| 0.8246 | 169.73 |
Estimation Period:
Jan 1, 1991 to Jun 5, 2026
Jan 1, 1991 to Jun 5, 2026
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