Budapest Stock Exchange Budapest Stock Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.53% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0792 | 3.11 | |
| 0.1427 | 8.07 | |
| 0.7950 | 35.66 | |
| 0.1082 | 2.81 | |
| -0.1898 | -3.64 | |
| 0.1321 | 4.91 | |
| -0.0807 | -4.00 | |
| 0.0328 | 1.93 | |
| 0.0201 | 1.12 | |
| -0.0775 | -2.11 |
Estimation Period:
Jan 1, 1991 to Feb 6, 2026
Jan 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Budapest Stock Exchange Budapest Stock Index Analyses
Other Spline-GARCH Analyses on Equity Indices