Budapest Stock Exchange Budapest Stock Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:10.53% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1124 | 20.60 | |
| 0.7362 | 84.28 | |
| 0.1173 | 13.92 | |
| 0.0093 | 6.37 | |
| 0.0269 | 8.85 | |
| 0.9689 | 273.39 |
Estimation Period:
Jan 1, 1991 to Dec 24, 2025
Jan 1, 1991 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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