Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:13.58% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0838 | 28.03 | |
| 0.1743 | 44.68 | |
| 0.7912 | 254.01 | |
| 0.2634 | 15.32 |
Estimation Period:
Jan 1, 1991 to Dec 19, 2025
Jan 1, 1991 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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