Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:13.04% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 15.60 | |
| 0.2635 | 24.70 | |
| 0.9550 | 374.50 | |
| -0.0462 | -7.77 |
Estimation Period:
Jan 1, 1991 to Oct 24, 2025
Jan 1, 1991 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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