Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
18.62%
decreased by 0.85%
1 Week
19.04%
decreased by 0.43%
1 Month
20.37%
increased by 0.90%
Analysis last updated: Saturday, March 28, 2026 at 08:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0716 | 20.95 | |
| 0.1451 | 28.29 | |
| 0.8262 | 169.72 |
Estimation Period:
Jan 1, 1991 to Mar 27, 2026
Jan 1, 1991 to Mar 27, 2026
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