Budapest Stock Exchange Budapest Stock Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
18.47%
decreased by 0.55%
1 Week
18.91%
decreased by 0.11%
1 Month
20.28%
increased by 1.26%
Analysis last updated: Wednesday, June 17, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0727 | 21.12 | |
| 0.1463 | 28.60 | |
| 0.8246 | 169.77 |
Estimation Period:
Jan 1, 1991 to Jun 12, 2026
Jan 1, 1991 to Jun 12, 2026
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