Budapest Stock Exchange Budapest Stock Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.12% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0763 | 17.23 | |
| 0.1454 | 31.71 | |
| 0.8212 | 133.79 | |
| 0.1413 | 12.84 | |
| 2.0475 | 29.32 |
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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