Budapest Stock Exchange Budapest Stock Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
17.64%
increased by 3.69%
1 Week
17.94%
increased by 3.99%
1 Month
18.97%
increased by 5.02%
Analysis last updated: Saturday, May 30, 2026 at 06:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4387 | 9.64 | |
| 0.1064 | 47.99 | |
| 0.9821 | 502.87 | |
| 5.6772 | 14.26 |
Estimation Period:
Jan 1, 1991 to May 29, 2026
Jan 1, 1991 to May 29, 2026
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