Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:12.71% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 28.05 | |
| 0.1748 | 44.61 | |
| 0.7897 | 251.49 | |
| 0.2618 | 15.22 |
Estimation Period:
Jan 1, 1991 to Oct 17, 2025
Jan 1, 1991 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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