Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
19.65%
decreased by 1.81%
1 Week
20.17%
increased by 0.52%
1 Month
21.78%
increased by 2.13%
Analysis last updated: Saturday, March 21, 2026 at 05:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0847 | 28.40 | |
| 0.1742 | 45.00 | |
| 0.7909 | 254.31 | |
| 0.2626 | 15.37 |
Estimation Period:
Jan 1, 1991 to Mar 20, 2026
Jan 1, 1991 to Mar 20, 2026
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