Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
30.98%
decreased by 2.49%
1 Week
30.71%
decreased by 2.76%
1 Month
29.82%
decreased by 3.65%
Analysis last updated: Tuesday, April 21, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0852 | 28.50 | |
| 0.1753 | 45.19 | |
| 0.7901 | 254.04 | |
| 0.2602 | 15.33 |
Estimation Period:
Jan 1, 1991 to Apr 17, 2026
Jan 1, 1991 to Apr 17, 2026
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