Budapest Stock Exchange Budapest Stock Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.39% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0809 | 2.98 | |
| 0.1418 | 8.07 | |
| 0.8005 | 37.17 | |
| 0.1040 | 2.61 | |
| -0.1831 | -3.40 | |
| 0.1287 | 4.64 | |
| -0.0811 | -3.89 | |
| 0.0406 | 2.33 | |
| -0.0054 | -0.36 | |
| -0.0029 | -0.27 |
Estimation Period:
Jan 1, 1991 to Feb 20, 2026
Jan 1, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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