Budapest Stock Exchange Budapest Stock Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.79% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 28.06 | |
| 0.1743 | 44.66 | |
| 0.7910 | 253.59 | |
| 0.2641 | 15.36 |
Estimation Period:
Jan 1, 1991 to Dec 5, 2025
Jan 1, 1991 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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