Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.22%
decreased by 1.01%
1 Week
16.91%
decreased by 0.32%
1 Month
19.03%
increased by 1.80%
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 | |
|---|---|---|
| 0.0769 | 21.28 | |
| 0.1091 | 26.14 | |
| 0.8210 | 168.35 | |
| 0.0822 | 7.09 |
Estimation Period:
Jan 1, 1991 to Jun 5, 2026
Jan 1, 1991 to Jun 5, 2026
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