Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.19% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1135 | 21.05 | |
| 0.7338 | 82.29 | |
| 0.1161 | 13.90 | |
| 0.0113 | 6.49 | |
| 0.0289 | 8.40 | |
| 0.9661 | 238.54 |
Estimation Period:
Jan 1, 1991 to Feb 13, 2026
Jan 1, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Budapest Stock Exchange Budapest Stock Index Analyses
Other MF2-GARCH Analyses on Equity Indices