Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:14.26% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 20.74 | |
| 0.1459 | 28.01 | |
| 0.8251 | 166.82 |
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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