Budapest Stock Exchange Budapest Stock Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:10.23% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 15.67 | |
| 0.2622 | 24.73 | |
| 0.9559 | 384.97 | |
| -0.0463 | -7.79 |
Estimation Period:
Jan 1, 1991 to Dec 26, 2025
Jan 1, 1991 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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