Budapest Stock Exchange Budapest Stock Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.75% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 21.02 | |
| 0.1078 | 25.90 | |
| 0.8227 | 167.81 | |
| 0.0821 | 7.03 |
Estimation Period:
Jan 1, 1991 to Feb 13, 2026
Jan 1, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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