Budapest Stock Exchange Budapest Stock Index APARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
37.23%
increased by 7.60%
1 Week
36.72%
increased by 7.09%
1 Month
34.97%
increased by 5.34%
Analysis last updated: Tuesday, April 14, 2026 at 05:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0770 | 17.55 | |
| 0.1454 | 32.07 | |
| 0.8206 | 135.55 | |
| 0.1376 | 12.79 | |
| 2.0601 | 29.82 |
Estimation Period:
Jan 1, 1991 to Apr 10, 2026
Jan 1, 1991 to Apr 10, 2026
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